+8,229.2%
QLD vs PSA
+852.4%
+7,376.8%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.1% | +4.7% | +4.7% |
| 7D | -1.2% | -2.1% | +0.9% | +0.3% |
| 30D | -15.7% | +16.2% | -31.9% | -24.8% |
| 3M | -10.0% | +4.3% | -14.4% | -13.5% |
| 6M | -11.2% | +9.9% | -21.1% | -19.0% |
| YTD | +16.4% | +33.3% | -16.9% | -8.4% |
| 1Y | +12.7% | +25.8% | -13.2% | -7.8% |
| 3Y | +152.3% | +54.8% | +97.5% | +69.5% |
| 5Y | +91.8% | +27.5% | +64.2% | +49.9% |
| 10Y | +1,520.2% | +134.5% | +1,385.7% | +677.5% |
| All | +8,229.2% | +852.4% | +7,376.8% | +1,152.9% |
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