+20.9%
PEP vs QS
-47.0%
+67.9%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -6.6% | +5.3% | -1.3% |
| 7D | -1.7% | -4.2% | +2.5% | -1.7% |
| 30D | +0.3% | -15.7% | +16.0% | +0.3% |
| 3M | -3.2% | -28.7% | +25.4% | -3.3% |
| 6M | -13.6% | -23.2% | +9.7% | -13.6% |
| YTD | -1.9% | -49.9% | +48.0% | -1.9% |
| 1Y | -0.6% | -38.8% | +38.2% | -0.7% |
| 3Y | -13.6% | -24.0% | +10.4% | -13.7% |
| 5Y | +3.2% | -75.6% | +78.8% | +2.7% |
| All | +20.9% | -47.0% | +67.9% | +22.6% |
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