+7,832.9%
QLD vs PSLV
+117.0%
+7,715.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.5% | +0.6% |
| 7D | +0.6% | -0.6% | +1.2% | +0.7% |
| 30D | -0.1% | +7.3% | -7.4% | -2.0% |
| 3M | -8.4% | -7.4% | -0.9% | -6.7% |
| 6M | +32.2% | -20.3% | +52.5% | +38.7% |
| YTD | +28.9% | -8.2% | +37.1% | +27.0% |
| 1Y | +43.8% | +57.9% | -14.1% | +22.8% |
| 3Y | +176.6% | +162.1% | +14.5% | +107.2% |
| 5Y | +121.6% | +151.2% | -29.6% | +65.7% |
| 10Y | +1,652.9% | +191.7% | +1,461.2% | +1,139.0% |
| All | +7,832.9% | +117.0% | +7,715.9% | +4,914.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling