+173.9%
QLD vs PL
+84.9%
+89.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.3% | +1.6% | +0.6% |
| 7D | +0.6% | -9.3% | +9.9% | +2.6% |
| 30D | -0.1% | -18.9% | +18.8% | +4.4% |
| 3M | -8.4% | -58.4% | +50.0% | +9.4% |
| 6M | +32.2% | -30.3% | +62.5% | +36.8% |
| YTD | +28.9% | -8.1% | +37.0% | +23.5% |
| 1Y | +43.8% | +180.5% | -136.7% | 0.0% |
| 3Y | +176.6% | +444.1% | -267.6% | +41.2% |
| 5Y | +121.6% | +83.0% | +38.5% | +29.6% |
| All | +173.9% | +84.9% | +89.1% | +59.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 10y: compounded portfolio wealth divided by compounded PL 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…
10y analysis · Full analysis span regression · 6 months rolling