+1,502.1%
QLD vs PWR
+1,844.4%
-342.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.7% | -1.8% | -2.0% |
| 7D | +7.0% | +11.3% | -4.3% | -0.5% |
| 30D | -14.3% | -8.9% | -5.5% | -10.0% |
| 3M | -16.0% | -10.5% | -5.5% | -11.4% |
| 6M | -14.2% | -22.2% | +7.9% | -1.4% |
| YTD | +12.8% | +42.7% | -30.0% | -18.1% |
| 1Y | +14.1% | +41.1% | -27.1% | -16.6% |
| 3Y | +146.0% | +242.7% | -96.8% | -8.9% |
| 5Y | +82.0% | +418.5% | -336.5% | -50.7% |
| All | +1,502.1% | +1,844.4% | -342.3% | +58.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PWR.
Daily Out/Under-Performance
Portfolio return minus PWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PWR 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 PWR 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