+3.5%
PFE vs QS
-47.0%
+50.5%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -6.6% | +6.6% | +0.1% |
| 7D | -4.3% | -4.2% | -0.1% | -4.2% |
| 30D | +2.7% | -15.7% | +18.4% | +3.0% |
| 3M | +10.0% | -28.7% | +38.7% | +10.5% |
| 6M | +7.2% | -23.2% | +30.4% | +7.4% |
| YTD | +17.3% | -49.9% | +67.2% | +18.4% |
| 1Y | +20.3% | -38.8% | +59.1% | +20.8% |
| 3Y | -1.6% | -24.0% | +22.4% | -2.7% |
| 5Y | -21.4% | -75.6% | +54.2% | -22.5% |
| All | +3.5% | -47.0% | +50.5% | +2.2% |
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