+9,127.5%
QLD vs PNR
+302.0%
+8,825.4%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | 0.0% | +0.1% |
| 7D | +0.6% | -2.4% | +2.9% | +2.7% |
| 30D | -0.1% | -12.8% | +12.6% | +12.1% |
| 3M | -8.4% | -17.0% | +8.6% | +4.5% |
| 6M | +32.2% | -37.4% | +69.6% | +92.0% |
| YTD | +28.9% | -41.6% | +70.5% | +96.6% |
| 1Y | +43.8% | -44.6% | +88.5% | +129.5% |
| 3Y | +176.6% | -12.1% | +188.7% | +184.8% |
| 5Y | +121.6% | -17.4% | +139.0% | +146.7% |
| 10Y | +1,652.9% | +64.0% | +1,588.9% | +893.8% |
| All | +9,127.5% | +302.0% | +8,825.4% | +2,143.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling