+1,600.8%
QLD vs PR
+76.6%
+1,524.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -6.5% | +8.4% | +2.6% |
| 7D | -9.4% | -12.1% | +2.7% | -8.1% |
| 30D | -17.1% | +0.9% | -18.0% | -17.3% |
| 3M | -10.4% | +10.1% | -20.5% | -11.7% |
| 6M | +0.7% | +1.1% | -0.4% | 0.0% |
| YTD | +17.7% | +63.7% | -45.9% | +10.1% |
| 1Y | +14.7% | +87.0% | -72.4% | +5.4% |
| 3Y | +169.6% | +70.7% | +98.9% | +149.6% |
| 5Y | +86.7% | +246.8% | -160.2% | +59.1% |
| 10Y | +1,600.8% | +72.6% | +1,528.2% | +1,798.4% |
| All | +1,600.8% | +76.6% | +1,524.2% | +1,798.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 PR 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