+197.9%
PAAS vs QSR
+137.8%
+60.1%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.5% | -2.6% | -3.7% |
| 7D | -7.0% | -3.9% | -3.1% | -5.9% |
| 30D | -15.3% | +5.9% | -21.2% | -16.7% |
| 3M | -27.7% | +1.7% | -29.4% | -28.2% |
| 6M | -40.5% | -1.9% | -38.6% | -40.3% |
| YTD | -26.5% | +13.6% | -40.1% | -29.9% |
| 1Y | -0.8% | +13.1% | -13.9% | -5.2% |
| 3Y | +196.9% | +21.8% | +175.1% | +175.0% |
| 5Y | +49.2% | +57.2% | -8.0% | +27.9% |
| All | +197.9% | +137.8% | +60.1% | +64.3% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 QSR 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