+9,127.5%
QLD vs PSA
+748.1%
+8,379.4%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.5% | +1.2% |
| 7D | +0.6% | -3.7% | +4.2% | +3.3% |
| 30D | -0.1% | -7.7% | +7.6% | +5.7% |
| 3M | -8.4% | -0.6% | -7.8% | -9.2% |
| 6M | +32.2% | -0.9% | +33.1% | +30.9% |
| YTD | +28.9% | +18.7% | +10.2% | +11.2% |
| 1Y | +43.8% | +7.6% | +36.2% | +32.2% |
| 3Y | +176.6% | +23.7% | +152.9% | +120.9% |
| 5Y | +121.6% | +13.7% | +107.9% | +88.7% |
| 10Y | +1,652.9% | +98.9% | +1,554.1% | +852.3% |
| All | +9,127.5% | +748.1% | +8,379.4% | +1,420.6% |
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