+1,657.6%
QLD vs PNR
+66.2%
+1,591.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.3% | +2.0% | +2.0% |
| 7D | -1.2% | -6.0% | +4.8% | +3.9% |
| 30D | -3.0% | -14.0% | +11.0% | +9.5% |
| 3M | -2.8% | -21.7% | +18.9% | +15.5% |
| 6M | +32.0% | -37.3% | +69.3% | +87.7% |
| YTD | +27.3% | -45.1% | +72.4% | +100.7% |
| 1Y | +37.9% | -49.1% | +87.1% | +132.1% |
| 3Y | +174.6% | -14.8% | +189.5% | +187.7% |
| 5Y | +124.8% | -21.0% | +145.8% | +149.3% |
| All | +1,657.6% | +66.2% | +1,591.5% | +1,000.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling