+1,628.2%
QLD vs PSX
+367.7%
+1,260.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.2% | +0.3% |
| 7D | +0.6% | +4.5% | -4.0% | -1.4% |
| 30D | -0.1% | +26.6% | -26.7% | -10.1% |
| 3M | -8.4% | +39.3% | -47.6% | -21.4% |
| 6M | +32.2% | +56.8% | -24.6% | +6.0% |
| YTD | +28.9% | +101.8% | -72.9% | -8.7% |
| 1Y | +43.8% | +99.6% | -55.8% | +1.8% |
| 3Y | +176.6% | +140.3% | +36.2% | +74.4% |
| 5Y | +121.6% | +339.3% | -217.8% | -0.3% |
| All | +1,628.2% | +367.7% | +1,260.6% | +605.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PSX.
Daily Out/Under-Performance
Portfolio return minus PSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSX 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 PSX 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