+121.0%
QLD vs PSA
+13.6%
+107.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.5% | +1.0% |
| 7D | +0.6% | -3.7% | +4.2% | +2.7% |
| 30D | -0.1% | -7.7% | +7.6% | +4.5% |
| 3M | -8.4% | -0.6% | -7.8% | -9.3% |
| 6M | +32.2% | -0.9% | +33.1% | +30.7% |
| YTD | +28.9% | +18.7% | +10.2% | +13.0% |
| 1Y | +43.8% | +7.6% | +36.2% | +33.5% |
| 3Y | +176.6% | +23.7% | +152.9% | +118.1% |
| All | +121.0% | +13.6% | +107.5% | +88.4% |
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