+43.8%
QLD vs PL
+176.6%
-132.8%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.3% | +1.6% | +0.5% |
| 7D | +0.6% | -9.3% | +9.9% | +1.7% |
| 30D | -0.1% | -18.9% | +18.8% | +2.5% |
| 3M | -8.4% | -58.4% | +50.0% | +0.3% |
| 6M | +32.2% | -30.3% | +62.5% | +38.4% |
| YTD | +28.9% | -8.1% | +37.0% | +31.6% |
| 1Y | +43.8% | +180.5% | -136.7% | +41.8% |
| All | +43.8% | +176.6% | -132.8% | +41.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling