+100.0%
PBR vs QID
-73.9%
+173.9%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | 0.0% | +0.5% |
| 7D | +0.3% | -1.9% | +2.3% | +0.1% |
| 30D | +17.5% | +1.7% | +15.8% | +17.8% |
| 3M | +20.9% | -3.9% | +24.8% | +20.5% |
| 6M | +20.2% | -30.0% | +50.2% | +14.2% |
| YTD | +84.3% | -28.2% | +112.5% | +76.1% |
| 1Y | +77.1% | -35.6% | +112.8% | +66.1% |
| All | +100.0% | -73.9% | +173.9% | +67.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling