+7.1%
QLD vs PSA
+27.0%
-19.9%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -1.2% |
| 7D | -3.8% | +0.8% | -4.6% | -3.7% |
| 30D | -20.5% | +15.9% | -36.4% | -20.7% |
| 3M | -14.6% | +4.2% | -18.8% | -14.1% |
| 6M | -14.7% | +10.1% | -24.8% | -15.6% |
| YTD | +11.2% | +33.3% | -22.1% | +5.6% |
| 1Y | +7.1% | +28.2% | -21.1% | +1.6% |
| All | +7.1% | +27.0% | -19.9% | +1.6% |
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