+167.6%
QLD vs PL
+459.7%
-292.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -6.4% | +8.2% | +3.0% |
| 7D | -9.4% | -11.7% | +2.3% | -7.3% |
| 30D | -17.1% | -27.1% | +10.1% | -12.3% |
| 3M | -10.4% | -44.6% | +34.2% | -0.9% |
| 6M | +0.7% | -67.2% | +67.9% | +20.2% |
| YTD | +17.7% | -35.9% | +53.6% | +22.1% |
| 1Y | +14.7% | -0.4% | +15.1% | +8.4% |
| All | +167.6% | +459.7% | -292.2% | +60.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling