+122.1%
QLD vs PSLV
+153.7%
-31.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.6% | +0.1% |
| 7D | +3.0% | +2.7% | +0.3% | +2.1% |
| 30D | -1.8% | +3.5% | -5.3% | -3.0% |
| 3M | -1.8% | +0.3% | -2.1% | -2.2% |
| 6M | +36.9% | -21.0% | +57.9% | +45.2% |
| YTD | +28.7% | -8.9% | +37.6% | +23.4% |
| 1Y | +41.9% | +54.0% | -12.1% | +8.8% |
| 3Y | +184.2% | +175.4% | +8.8% | +68.7% |
| 5Y | +122.1% | +157.7% | -35.5% | +21.0% |
| All | +122.1% | +153.7% | -31.6% | +21.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling