+104.3%
PBR vs QS
-26.0%
+130.3%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.8% | +2.9% | +2.2% |
| 7D | +4.2% | -5.0% | +9.2% | +4.4% |
| 30D | +22.7% | -18.3% | +41.0% | +23.5% |
| 3M | +21.5% | -26.0% | +47.5% | +22.5% |
| 6M | +24.0% | -24.0% | +48.0% | +24.4% |
| YTD | +88.2% | -50.3% | +138.5% | +92.1% |
| 1Y | +74.8% | -38.0% | +112.8% | +75.4% |
| All | +104.3% | -26.0% | +130.3% | +94.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling