+748.4%
PBR vs QS
-47.0%
+795.4%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -6.6% | +7.1% | +0.7% |
| 7D | +0.3% | -4.2% | +4.6% | +0.4% |
| 30D | +17.5% | -15.7% | +33.2% | +18.0% |
| 3M | +20.9% | -28.7% | +49.6% | +21.8% |
| 6M | +20.2% | -23.2% | +43.5% | +20.6% |
| YTD | +84.3% | -49.9% | +134.2% | +87.0% |
| 1Y | +77.1% | -38.8% | +115.9% | +77.9% |
| 3Y | +100.8% | -24.0% | +124.8% | +95.9% |
| 5Y | +556.1% | -75.6% | +631.7% | +545.4% |
| All | +748.4% | -47.0% | +795.4% | +699.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling