+67.2%
QLD vs PSA
+30.3%
+36.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.9% | +3.4% | +3.0% |
| 7D | -10.3% | +3.9% | -14.2% | -12.2% |
| 30D | -26.1% | +19.7% | -45.7% | -33.6% |
| 3M | -17.8% | +4.3% | -22.0% | -20.0% |
| 6M | -15.6% | +11.4% | -26.9% | -22.2% |
| YTD | +5.4% | +33.9% | -28.6% | -14.5% |
| 1Y | +5.2% | +28.3% | -23.0% | -12.5% |
| 3Y | +139.4% | +53.5% | +86.0% | +58.9% |
| All | +67.2% | +30.3% | +36.8% | +26.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling