+10.5%
PFE vs QID
-31.4%
+41.9%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.9% | -1.2% |
| 7D | +1.8% | -0.6% | +2.4% | +1.8% |
| 30D | +10.2% | 0.0% | +10.2% | +10.2% |
| 3M | +12.7% | +3.7% | +9.0% | +12.7% |
| 6M | +10.5% | -29.9% | +40.4% | +6.6% |
| All | +10.5% | -31.4% | +41.9% | +6.6% |
Cumulative growth
Daily Returns
Daily percentage return beside QID.
Daily Out/Under-Performance
Portfolio return minus QID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QID 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 6mo: compounded portfolio wealth divided by compounded QID 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…
6mo analysis · Full analysis span regression · 6 months rolling