+14.7%
QLD vs PSA
+28.0%
-13.4%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.8% | -0.9% | +2.0% |
| 7D | -9.4% | +10.5% | -19.9% | -9.2% |
| 30D | -17.1% | +21.7% | -38.8% | -17.4% |
| 3M | -10.4% | +6.1% | -16.5% | -9.9% |
| 6M | +0.7% | +18.3% | -17.6% | -2.1% |
| YTD | +17.7% | +36.1% | -18.3% | +12.4% |
| 1Y | +14.7% | +29.3% | -14.6% | +9.5% |
| All | +14.7% | +28.0% | -13.4% | +9.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PSA.
Daily Out/Under-Performance
Portfolio return minus PSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSA 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 1y: compounded portfolio wealth divided by compounded PSA 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…
1y analysis · Full analysis span regression · 6 months rolling