+121.0%
QLD vs PWR
+443.9%
-322.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.4% | -0.2% |
| 7D | +0.6% | +3.6% | -3.0% | -1.9% |
| 30D | -0.1% | -8.6% | +8.4% | +5.7% |
| 3M | -8.4% | -13.2% | +4.8% | +0.1% |
| 6M | +32.2% | +9.9% | +22.3% | +19.2% |
| YTD | +28.9% | +48.0% | -19.1% | -8.2% |
| 1Y | +43.8% | +66.2% | -22.3% | -7.1% |
| 3Y | +176.6% | +195.1% | -18.5% | +8.4% |
| All | +121.0% | +443.9% | -322.8% | -51.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling