+153.8%
QLD vs PSA
+55.8%
+98.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.1% | +4.7% | +4.7% |
| 7D | -1.2% | -2.1% | +0.9% | -0.7% |
| 30D | -15.7% | +16.2% | -31.9% | -19.0% |
| 3M | -10.0% | +4.3% | -14.4% | -11.0% |
| 6M | -11.2% | +9.9% | -21.1% | -14.1% |
| YTD | +16.4% | +33.3% | -16.9% | +4.7% |
| 1Y | +12.7% | +25.8% | -13.2% | +3.4% |
| All | +153.8% | +55.8% | +98.0% | +102.0% |
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