+82.1%
QLD vs PSA
+26.3%
+55.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.2% | -2.2% | -2.3% |
| 7D | +7.0% | -1.4% | +8.4% | +7.9% |
| 30D | -14.3% | +15.2% | -29.5% | -21.3% |
| 3M | -16.0% | +2.2% | -18.2% | -17.4% |
| 6M | -14.2% | +11.7% | -25.9% | -21.1% |
| YTD | +12.8% | +32.0% | -19.3% | -7.8% |
| 1Y | +14.1% | +26.3% | -12.2% | -4.2% |
| 3Y | +146.0% | +52.4% | +93.6% | +63.4% |
| All | +82.1% | +26.3% | +55.8% | +43.1% |
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