+7,443.4%
QLD vs PSA
+857.3%
+6,586.1%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.9% | +3.4% | +3.2% |
| 7D | -10.3% | +3.9% | -14.2% | -12.7% |
| 30D | -26.1% | +19.7% | -45.7% | -35.4% |
| 3M | -17.8% | +4.3% | -22.0% | -20.9% |
| 6M | -15.6% | +11.4% | -26.9% | -23.7% |
| YTD | +5.4% | +33.9% | -28.6% | -17.3% |
| 1Y | +5.2% | +28.3% | -23.0% | -15.2% |
| 3Y | +139.4% | +53.5% | +86.0% | +61.9% |
| 5Y | +66.7% | +30.6% | +36.1% | +28.0% |
| 10Y | +1,422.1% | +145.8% | +1,276.3% | +605.7% |
| All | +7,443.4% | +857.3% | +6,586.1% | +1,030.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling