+11.0%
PFE vs QS
-54.8%
+65.8%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.6% | +3.1% | +0.5% |
| 7D | -0.7% | +8.0% | -8.7% | -0.8% |
| 30D | +5.3% | -2.8% | +8.2% | +5.3% |
| 3M | +10.1% | -28.1% | +38.2% | +10.7% |
| 6M | +18.0% | -41.0% | +59.0% | +18.8% |
| YTD | +25.8% | -57.3% | +83.1% | +27.2% |
| 1Y | +28.4% | -72.7% | +101.1% | +30.9% |
| 3Y | +20.9% | -18.6% | +39.6% | +19.6% |
| 5Y | -21.5% | -87.0% | +65.5% | -22.3% |
| All | +11.0% | -54.8% | +65.8% | +9.8% |
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