+14.7%
QLD vs PNR
-31.2%
+45.8%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.3% | -1.4% | +1.2% |
| 7D | -9.4% | +11.9% | -21.3% | -11.7% |
| 30D | -17.1% | +37.1% | -54.2% | -23.4% |
| 3M | -10.4% | +5.7% | -16.1% | -10.8% |
| 6M | +0.7% | -5.7% | +6.4% | +3.8% |
| YTD | +17.7% | -29.8% | +47.5% | +35.7% |
| 1Y | +14.7% | -31.8% | +46.5% | +35.3% |
| All | +14.7% | -31.2% | +45.8% | +35.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 PNR 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