+133.5%
QLD vs PR
+61.1%
+72.4%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | -4.9% | -7.9% | -11.3% |
| 7D | -18.6% | -16.5% | -2.0% | -14.2% |
| 30D | -28.3% | -4.5% | -23.8% | -27.5% |
| 3M | -20.4% | +8.5% | -28.9% | -23.3% |
| 6M | -14.3% | -3.3% | -11.0% | -14.6% |
| YTD | +2.8% | +55.7% | -52.9% | -18.4% |
| 1Y | -1.2% | +82.0% | -83.3% | -27.9% |
| All | +133.5% | +61.1% | +72.4% | +70.1% |
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