+542.7%
PBR vs QSR
+40.5%
+502.1%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.6% | -1.5% | -1.0% |
| 7D | +5.4% | -4.0% | +9.4% | +6.1% |
| 30D | +22.9% | +2.8% | +20.1% | +22.2% |
| 3M | +19.6% | +5.1% | +14.5% | +18.1% |
| 6M | +16.5% | +8.8% | +7.7% | +13.9% |
| YTD | +86.7% | +14.8% | +71.8% | +80.1% |
| 1Y | +74.7% | +25.7% | +49.0% | +64.3% |
| 3Y | +102.6% | +27.5% | +75.0% | +87.4% |
| All | +542.7% | +40.5% | +502.1% | +458.7% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 5y: compounded portfolio wealth divided by compounded QSR 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…
5y analysis · Full analysis span regression · 6 months rolling