+25.8%
PAAS vs QS
-54.8%
+80.6%
-66.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -2.6% | -3.2% | -5.6% |
| 7D | +4.2% | +8.0% | -3.8% | +3.6% |
| 30D | -13.8% | -2.8% | -11.0% | -13.6% |
| 3M | -22.7% | -28.1% | +5.4% | -20.9% |
| 6M | -32.1% | -41.0% | +8.9% | -29.6% |
| YTD | -22.3% | -57.3% | +35.0% | -18.0% |
| 1Y | +7.7% | -72.7% | +80.3% | +16.4% |
| 3Y | +214.0% | -18.6% | +232.7% | +209.1% |
| 5Y | +63.2% | -87.0% | +150.2% | +63.3% |
| All | +25.8% | -54.8% | +80.6% | +23.7% |
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