+60.8%
PAAS vs QS
-43.2%
+104.0%
-66.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.0% | -2.7% | -0.8% |
| 7D | +2.0% | +2.2% | -0.2% | +1.8% |
| 30D | -0.1% | -8.1% | +8.0% | +0.6% |
| 3M | +8.2% | -27.0% | +35.3% | +10.4% |
| 6M | -13.8% | -16.4% | +2.6% | -12.8% |
| YTD | -0.6% | -46.4% | +45.7% | +3.2% |
| 1Y | +44.0% | -41.1% | +85.1% | +47.8% |
| 3Y | +246.6% | -18.6% | +265.2% | +238.4% |
| 5Y | +116.1% | -73.0% | +189.1% | +113.0% |
| All | +60.8% | -43.2% | +104.0% | +55.6% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 QS 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