+176.1%
QLD vs PR
+73.2%
+102.9%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.6% | +1.9% | +0.8% |
| 7D | +0.6% | +2.9% | -2.3% | -0.3% |
| 30D | -0.1% | +18.0% | -18.2% | -5.4% |
| 3M | -8.4% | +16.9% | -25.2% | -13.3% |
| 6M | +32.2% | +28.2% | +4.0% | +18.6% |
| YTD | +28.9% | +69.3% | -40.4% | +2.3% |
| 1Y | +43.8% | +69.5% | -25.7% | +13.2% |
| All | +176.1% | +73.2% | +102.9% | +97.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling