+907.5%
PBR vs QSR
+205.8%
+701.7%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.6% | -1.5% | -1.2% |
| 7D | +5.4% | -4.0% | +9.4% | +7.6% |
| 30D | +22.9% | +2.8% | +20.1% | +20.8% |
| 3M | +19.6% | +5.1% | +14.5% | +15.2% |
| 6M | +16.5% | +8.8% | +7.7% | +9.3% |
| YTD | +86.7% | +14.8% | +71.8% | +69.1% |
| 1Y | +74.7% | +25.7% | +49.0% | +49.0% |
| 3Y | +102.6% | +27.5% | +75.0% | +64.8% |
| 5Y | +566.6% | +41.3% | +525.3% | +390.4% |
| 10Y | +686.1% | +133.8% | +552.2% | +282.9% |
| All | +907.5% | +205.8% | +701.7% | +318.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling