+8.4%
QLD vs PSA
+27.8%
-19.4%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +0.2% | +6.6% | +6.8% |
| 7D | -1.4% | +1.5% | -2.9% | -1.4% |
| 30D | -19.6% | +16.7% | -36.2% | -19.7% |
| 3M | -14.1% | +4.0% | -18.2% | -13.6% |
| 6M | -13.6% | +10.9% | -24.5% | -14.6% |
| YTD | +12.5% | +34.2% | -21.7% | +6.9% |
| All | +8.4% | +27.8% | -19.4% | +2.9% |
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