+21.7%
PEP vs QS
-44.4%
+66.1%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.2% | -0.7% |
| 7D | -1.4% | -2.3% | +0.9% | -1.4% |
| 30D | +0.2% | -0.7% | +1.0% | +0.2% |
| 3M | -1.1% | -39.6% | +38.5% | -1.1% |
| 6M | -13.5% | -21.7% | +8.2% | -13.5% |
| YTD | -1.2% | -47.4% | +46.2% | -1.2% |
| 1Y | -1.6% | -28.4% | +26.8% | -1.7% |
| 3Y | -12.5% | -22.6% | +10.1% | -12.7% |
| 5Y | +3.0% | -75.6% | +78.6% | +2.5% |
| All | +21.7% | -44.4% | +66.1% | +23.4% |
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