+62.6%
QLD vs PL
+11.6%
+51.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | -10.1% | -2.6% | -10.4% |
| 7D | -18.6% | -20.5% | +2.0% | -14.1% |
| 30D | -28.3% | -38.8% | +10.5% | -20.0% |
| 3M | -20.4% | -49.1% | +28.7% | -7.9% |
| 6M | -14.3% | -69.4% | +55.1% | +8.9% |
| YTD | +2.8% | -42.3% | +45.1% | +9.0% |
| 1Y | -1.2% | -14.2% | +13.0% | -6.3% |
| 3Y | +135.3% | +398.7% | -263.4% | +19.0% |
| 5Y | +62.6% | +11.1% | +51.4% | +7.3% |
| All | +62.6% | +11.6% | +51.0% | +7.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling