+518.9%
PAAS vs QSR
+218.5%
+300.4%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.1% | -2.3% | -2.4% |
| 7D | -2.9% | +2.4% | -5.3% | -3.5% |
| 30D | +6.8% | +7.6% | -0.8% | +4.7% |
| 3M | -2.9% | +12.6% | -15.5% | -6.0% |
| 6M | -16.4% | +14.4% | -30.8% | -19.9% |
| YTD | 0.0% | +19.6% | -19.6% | -5.2% |
| 1Y | +54.3% | +33.9% | +20.4% | +41.7% |
| 3Y | +230.7% | +27.1% | +203.6% | +205.8% |
| 5Y | +111.6% | +48.5% | +63.1% | +87.0% |
| 10Y | +211.7% | +126.2% | +85.5% | +134.4% |
| All | +518.9% | +218.5% | +300.4% | +359.2% |
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