+9.2%
PFE vs QS
-62.6%
+71.9%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.2% | +5.4% | +0.3% |
| 7D | -1.7% | -14.0% | +12.3% | -1.5% |
| 30D | +0.3% | -6.4% | +6.7% | +0.4% |
| 3M | +9.4% | -40.3% | +49.6% | +10.3% |
| 6M | +14.9% | -57.5% | +72.4% | +16.3% |
| YTD | +23.8% | -64.7% | +88.5% | +25.6% |
| 1Y | +19.5% | -72.9% | +92.4% | +21.8% |
| 3Y | +21.0% | -33.5% | +54.5% | +20.2% |
| 5Y | -23.9% | -90.5% | +66.6% | -24.4% |
| All | +9.2% | -62.6% | +71.9% | +8.4% |
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 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