+1,628.2%
QLD vs PSA
+101.1%
+1,527.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.5% | +1.1% |
| 7D | +0.6% | -3.7% | +4.2% | +2.9% |
| 30D | -0.1% | -7.7% | +7.6% | +4.9% |
| 3M | -8.4% | -0.6% | -7.8% | -9.2% |
| 6M | +32.2% | -0.9% | +33.1% | +30.9% |
| YTD | +28.9% | +18.7% | +10.2% | +12.7% |
| 1Y | +43.8% | +7.6% | +36.2% | +33.3% |
| 3Y | +176.6% | +23.7% | +152.9% | +123.0% |
| 5Y | +121.6% | +13.7% | +107.9% | +91.1% |
| All | +1,628.2% | +101.1% | +1,527.2% | +938.8% |
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