+139.4%
QLD vs PSA
+50.8%
+88.7%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.9% | +3.4% | +2.8% |
| 7D | -10.3% | +3.9% | -14.2% | -11.1% |
| 30D | -26.1% | +19.7% | -45.7% | -29.5% |
| 3M | -17.8% | +4.3% | -22.0% | -18.6% |
| 6M | -15.6% | +11.4% | -26.9% | -18.7% |
| YTD | +5.4% | +33.9% | -28.6% | -5.2% |
| 1Y | +5.2% | +28.3% | -23.0% | -4.0% |
| 3Y | +139.4% | +53.5% | +86.0% | +95.5% |
| All | +139.4% | +50.8% | +88.7% | +95.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling