+216.8%
PFE vs QID
-100.0%
+316.8%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.9% | -1.3% |
| 7D | +1.8% | -0.6% | +2.4% | +1.6% |
| 30D | +10.2% | 0.0% | +10.2% | +10.3% |
| 3M | +12.7% | +3.7% | +9.0% | +14.3% |
| 6M | +10.5% | -29.9% | +40.4% | +2.2% |
| YTD | +20.2% | -28.8% | +48.9% | +11.7% |
| 1Y | +24.1% | -37.2% | +61.2% | +12.3% |
| 3Y | -3.6% | -73.7% | +70.1% | -27.3% |
| 5Y | -20.9% | -80.7% | +59.9% | -40.8% |
| 10Y | +35.8% | -99.1% | +135.0% | -53.7% |
| All | +216.8% | -100.0% | +316.8% | -54.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling