+176.1%
QLD vs PSX
+139.3%
+36.8%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.2% | +0.3% |
| 7D | +0.6% | +4.5% | -4.0% | -0.8% |
| 30D | -0.1% | +26.6% | -26.7% | -7.2% |
| 3M | -8.4% | +39.3% | -47.6% | -17.7% |
| 6M | +32.2% | +56.8% | -24.6% | +11.9% |
| YTD | +28.9% | +101.8% | -72.9% | -3.4% |
| 1Y | +43.8% | +99.6% | -55.8% | +7.5% |
| All | +176.1% | +139.3% | +36.8% | +76.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling