+88.1%
PBR vs Q
+75.4%
+12.7%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.7% | +3.9% | +2.2% |
| 7D | +4.2% | +4.1% | +0.1% | +4.2% |
| 30D | +22.7% | -10.7% | +33.5% | +22.9% |
| 3M | +21.5% | -11.7% | +33.2% | +21.7% |
| 6M | +24.0% | +8.3% | +15.7% | +22.1% |
| YTD | +88.2% | +51.3% | +36.9% | +81.4% |
| All | +88.1% | +75.4% | +12.7% | +87.2% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 Q 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