+1,418.0%
QLD vs PSA
+140.2%
+1,277.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +0.2% | +6.6% | +6.7% |
| 7D | -1.4% | +1.5% | -2.9% | -2.3% |
| 30D | -19.6% | +16.7% | -36.2% | -27.3% |
| 3M | -14.1% | +4.0% | -18.2% | -16.8% |
| 6M | -13.6% | +10.9% | -24.5% | -20.6% |
| YTD | +12.5% | +34.2% | -21.7% | -9.5% |
| 1Y | +13.1% | +26.6% | -13.5% | -5.7% |
| 3Y | +154.7% | +54.7% | +100.0% | +74.6% |
| 5Y | +81.1% | +30.0% | +51.0% | +42.8% |
| 10Y | +1,418.0% | +132.7% | +1,285.3% | +711.2% |
| All | +1,418.0% | +140.2% | +1,277.8% | +711.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling