+121.0%
QLD vs PNC
+53.4%
+67.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.2% | +0.2% |
| 7D | +0.6% | +1.4% | -0.8% | -0.5% |
| 30D | -0.1% | -3.8% | +3.7% | +2.9% |
| 3M | -8.4% | +9.0% | -17.4% | -15.1% |
| 6M | +32.2% | +16.6% | +15.6% | +15.5% |
| YTD | +28.9% | +20.4% | +8.5% | +8.8% |
| 1Y | +43.8% | +22.3% | +21.5% | +19.2% |
| 3Y | +176.6% | +124.5% | +52.1% | +32.4% |
| All | +121.0% | +53.4% | +67.7% | +54.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PNC.
Daily Out/Under-Performance
Portfolio return minus PNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNC 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 PNC 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