+67.2%
QLD vs PNC
+30.4%
+36.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.6% | +3.2% | +3.0% |
| 7D | -10.3% | -1.1% | -9.2% | -9.3% |
| 30D | -26.1% | +4.5% | -30.5% | -28.5% |
| 3M | -17.8% | -10.0% | -7.7% | -10.7% |
| 6M | -15.6% | +3.1% | -18.6% | -18.7% |
| YTD | +5.4% | +11.5% | -6.2% | -5.8% |
| 1Y | +5.2% | +27.3% | -22.0% | -16.2% |
| 3Y | +139.4% | +106.4% | +33.1% | +21.6% |
| All | +67.2% | +30.4% | +36.7% | +35.9% |
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