+61.9%
PAAS vs QS
-44.4%
+106.2%
-66.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.6% | -2.9% | -2.4% |
| 7D | -2.9% | -2.3% | -0.6% | -2.7% |
| 30D | +6.8% | -0.7% | +7.5% | +6.9% |
| 3M | -2.9% | -39.6% | +36.8% | +0.4% |
| 6M | -16.4% | -21.7% | +5.3% | -15.1% |
| YTD | 0.0% | -47.4% | +47.4% | +4.0% |
| 1Y | +54.3% | -28.4% | +82.7% | +56.7% |
| 3Y | +230.7% | -22.6% | +253.3% | +223.7% |
| 5Y | +111.6% | -75.6% | +187.2% | +108.9% |
| All | +61.9% | -44.4% | +106.2% | +56.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling