+239.7%
PAAS vs QSR
+126.5%
+113.2%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.6% | +5.3% | +4.2% |
| 7D | +2.6% | -2.4% | +5.0% | +3.4% |
| 30D | +2.5% | +5.7% | -3.2% | +0.7% |
| 3M | +15.1% | +6.9% | +8.1% | +12.5% |
| 6M | -12.1% | +6.9% | -18.9% | -14.5% |
| YTD | +3.1% | +14.9% | -11.8% | -2.1% |
| 1Y | +50.8% | +29.1% | +21.7% | +38.0% |
| 3Y | +259.5% | +26.1% | +233.4% | +228.4% |
| 5Y | +126.3% | +42.3% | +84.0% | +97.8% |
| 10Y | +239.7% | +134.0% | +105.8% | +89.5% |
| All | +239.7% | +126.5% | +113.2% | +89.5% |
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