+1,455.2%
QQQ vs PSLV
+108.9%
+1,346.3%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -5.3% | +4.2% | -0.4% |
| 7D | -1.3% | -4.9% | +3.6% | -0.7% |
| 30D | -1.4% | -1.9% | +0.5% | -1.2% |
| 3M | +2.3% | +4.2% | -1.9% | +1.6% |
| 6M | +16.9% | -27.6% | +44.5% | +20.7% |
| YTD | +15.6% | -11.7% | +27.3% | +15.0% |
| 1Y | +22.6% | +49.3% | -26.7% | +13.7% |
| 3Y | +93.5% | +167.1% | -73.6% | +66.1% |
| 5Y | +93.9% | +151.7% | -57.8% | +66.3% |
| 10Y | +564.6% | +187.0% | +377.6% | +452.7% |
| All | +1,455.2% | +108.9% | +1,346.3% | +1,130.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 PSLV 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