+67.2%
QLD vs PNR
-2.8%
+70.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.4% | +4.9% | +4.4% |
| 7D | -10.3% | +2.8% | -13.1% | -12.5% |
| 30D | -26.1% | +31.2% | -57.2% | -41.9% |
| 3M | -17.8% | -2.1% | -15.7% | -17.5% |
| 6M | -15.6% | -14.0% | -1.6% | -7.7% |
| YTD | +5.4% | -33.6% | +39.0% | +44.2% |
| 1Y | +5.2% | -35.2% | +40.4% | +47.2% |
| 3Y | +139.4% | +15.8% | +123.6% | +74.1% |
| All | +67.2% | -2.8% | +70.0% | +43.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling