+335.8%
PBR vs QID
-100.0%
+435.8%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.3% | +3.2% | +3.7% |
| 7D | +2.5% | -2.7% | +5.2% | +1.0% |
| 30D | +19.4% | +1.8% | +17.6% | +20.5% |
| 3M | +20.8% | -2.2% | +23.0% | +19.9% |
| 6M | +23.5% | -32.1% | +55.6% | +1.1% |
| YTD | +83.4% | -28.6% | +112.0% | +54.9% |
| 1Y | +77.6% | -36.3% | +113.9% | +41.7% |
| 3Y | +99.9% | -74.4% | +174.3% | +4.3% |
| 5Y | +567.7% | -80.8% | +648.5% | +233.6% |
| 10Y | +621.5% | -99.1% | +720.6% | -29.2% |
| All | +335.8% | -100.0% | +435.8% | -92.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling