+4,029.5%
QLD vs PSX
+1,093.9%
+2,935.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.5% | +3.1% | +2.8% |
| 7D | -10.3% | -13.1% | +2.9% | -4.3% |
| 30D | -26.1% | -9.5% | -16.5% | -23.1% |
| 3M | -17.8% | +20.2% | -37.9% | -25.3% |
| 6M | -15.6% | +44.9% | -60.5% | -30.5% |
| YTD | +5.4% | +94.4% | -89.0% | -26.2% |
| 1Y | +5.2% | +83.1% | -77.8% | -24.4% |
| 3Y | +139.4% | +132.2% | +7.3% | +48.9% |
| 5Y | +66.7% | +278.8% | -212.1% | -22.4% |
| 10Y | +1,422.1% | +354.2% | +1,067.9% | +476.3% |
| All | +4,029.5% | +1,093.9% | +2,935.6% | +963.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling