+662.0%
PBR vs QID
-99.2%
+761.2%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.8% | +0.9% | -1.4% |
| 7D | +5.4% | +1.3% | +4.1% | +5.8% |
| 30D | +22.9% | +2.9% | +19.9% | +24.1% |
| 3M | +19.6% | -0.7% | +20.4% | +19.7% |
| 6M | +16.5% | -29.7% | +46.2% | +3.6% |
| YTD | +86.7% | -27.9% | +114.5% | +68.1% |
| 1Y | +74.7% | -34.6% | +109.3% | +52.6% |
| 3Y | +102.6% | -73.5% | +176.1% | +34.1% |
| 5Y | +566.6% | -81.0% | +647.6% | +336.6% |
| All | +662.0% | -99.2% | +761.2% | +16.4% |
Cumulative growth
Daily Returns
Daily percentage return beside QID.
Daily Out/Under-Performance
Portfolio return minus QID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QID 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 QID 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