+352.0%
PAAS vs QSR
+202.3%
+149.8%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.6% |
| 7D | -8.9% | -2.9% | -6.0% | -8.2% |
| 30D | -11.4% | +4.1% | -15.6% | -12.3% |
| 3M | -20.4% | -0.7% | -19.8% | -20.4% |
| 6M | -40.7% | +0.4% | -41.1% | -40.9% |
| YTD | -26.9% | +13.5% | -40.5% | -29.9% |
| 1Y | -3.1% | +11.0% | -14.1% | -6.5% |
| 3Y | +199.3% | +22.0% | +177.3% | +179.7% |
| 5Y | +48.3% | +57.1% | -8.8% | +29.7% |
| 10Y | +197.6% | +138.3% | +59.3% | +124.4% |
| All | +352.0% | +202.3% | +149.8% | +239.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling