+9,127.5%
QLD vs PFG
+311.3%
+8,816.2%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.5% | +1.9% | +1.2% |
| 7D | +0.6% | +5.5% | -5.0% | -2.5% |
| 30D | -0.1% | +2.4% | -2.5% | -1.6% |
| 3M | -8.4% | +13.6% | -21.9% | -15.4% |
| 6M | +32.2% | +27.9% | +4.3% | +14.4% |
| YTD | +28.9% | +35.6% | -6.7% | +7.6% |
| 1Y | +43.8% | +48.5% | -4.6% | +13.9% |
| 3Y | +176.6% | +66.9% | +109.7% | +106.4% |
| 5Y | +121.6% | +111.0% | +10.6% | +49.0% |
| 10Y | +1,652.9% | +244.5% | +1,408.4% | +769.9% |
| All | +9,127.5% | +311.3% | +8,816.2% | +3,009.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded PFG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling