-20.2%
PFE vs QS
-88.0%
+67.8%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +6.8% | -7.3% | -0.7% |
| 7D | -4.7% | +13.7% | -18.4% | -5.1% |
| 30D | +3.4% | -0.2% | +3.6% | +3.3% |
| 3M | +9.2% | -24.8% | +34.1% | +10.0% |
| 6M | +15.8% | -39.4% | +55.2% | +17.1% |
| YTD | +23.4% | -56.1% | +79.6% | +25.8% |
| 1Y | +25.8% | -72.5% | +98.3% | +30.2% |
| 3Y | +17.8% | -16.3% | +34.1% | +14.7% |
| 5Y | -20.2% | -87.6% | +67.4% | -28.9% |
| All | -20.2% | -88.0% | +67.8% | -28.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling