+759.3%
PBR vs QS
-46.4%
+805.7%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.9% | -2.8% | -0.9% |
| 7D | +5.4% | -3.6% | +9.0% | +5.5% |
| 30D | +22.9% | -17.2% | +40.1% | +23.5% |
| 3M | +19.6% | -27.0% | +46.6% | +20.4% |
| 6M | +16.5% | -24.6% | +41.0% | +16.9% |
| YTD | +86.7% | -49.3% | +136.0% | +89.4% |
| 1Y | +74.7% | -40.3% | +115.1% | +75.6% |
| 3Y | +102.6% | -23.8% | +126.4% | +97.6% |
| 5Y | +566.6% | -75.0% | +641.5% | +555.4% |
| All | +759.3% | -46.4% | +805.7% | +709.1% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 QS 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