+1,418.0%
QLD vs PSX
+363.6%
+1,054.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +3.0% | +3.8% | +5.6% |
| 7D | -1.4% | -8.0% | +6.6% | +2.2% |
| 30D | -19.6% | -9.0% | -10.5% | -16.6% |
| 3M | -14.1% | +24.7% | -38.9% | -22.7% |
| 6M | -13.6% | +49.3% | -63.0% | -28.8% |
| YTD | +12.5% | +100.2% | -87.6% | -20.5% |
| 1Y | +13.1% | +88.8% | -75.7% | -18.1% |
| 3Y | +154.7% | +152.5% | +2.2% | +56.6% |
| 5Y | +81.1% | +283.2% | -202.1% | -12.4% |
| 10Y | +1,418.0% | +345.8% | +1,072.2% | +572.3% |
| All | +1,418.0% | +363.6% | +1,054.4% | +572.3% |
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