+1,728.6%
QLD vs PSLV
+194.1%
+1,534.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.4% | -3.0% | -1.4% |
| 7D | +1.9% | +3.3% | -1.4% | +0.7% |
| 30D | -1.8% | +2.1% | -3.9% | -2.7% |
| 3M | -0.1% | +7.1% | -7.2% | -2.7% |
| 6M | +32.6% | -21.6% | +54.1% | +42.4% |
| YTD | +27.9% | -6.7% | +34.6% | +22.0% |
| 1Y | +40.3% | +59.3% | -19.0% | +5.8% |
| 3Y | +182.5% | +182.1% | +0.4% | +64.1% |
| 5Y | +122.5% | +162.6% | -40.1% | +30.0% |
| 10Y | +1,728.6% | +203.0% | +1,525.5% | +761.6% |
| All | +1,728.6% | +194.1% | +1,534.4% | +761.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 10y: compounded portfolio wealth divided by compounded PSLV 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…
10y analysis · Full analysis span regression · 6 months rolling