+1,351.8%
QLD vs PWR
+1,832.8%
-481.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +6.3% | -3.7% | -1.7% |
| 7D | -10.3% | -12.9% | +2.6% | -2.6% |
| 30D | -26.1% | -22.8% | -3.2% | -13.1% |
| 3M | -17.8% | -19.0% | +1.3% | -7.3% |
| 6M | -15.6% | -31.1% | +15.5% | +5.2% |
| YTD | +5.4% | +28.2% | -22.9% | -17.6% |
| 1Y | +5.2% | +22.2% | -17.0% | -14.9% |
| 3Y | +139.4% | +222.1% | -82.7% | -7.3% |
| 5Y | +66.7% | +364.1% | -297.4% | -50.9% |
| All | +1,351.8% | +1,832.8% | -481.0% | +58.6% |
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