+116.1%
PAAS vs QSR
+46.1%
+70.0%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.4% | +1.7% | +0.2% |
| 7D | +2.0% | +0.1% | +1.9% | +2.0% |
| 30D | -0.1% | +5.9% | -6.0% | -2.2% |
| 3M | +8.2% | +10.5% | -2.2% | +4.2% |
| 6M | -13.8% | +7.7% | -21.5% | -17.0% |
| YTD | -0.6% | +16.8% | -17.4% | -7.5% |
| 1Y | +44.0% | +30.9% | +13.1% | +27.9% |
| 3Y | +246.6% | +28.2% | +218.4% | +204.3% |
| 5Y | +116.1% | +45.0% | +71.1% | +69.3% |
| All | +116.1% | +46.1% | +70.0% | +69.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling