+6.0%
PFE vs QS
-44.4%
+50.4%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.6% | -1.8% | -1.3% |
| 7D | +1.8% | -2.3% | +4.1% | +1.8% |
| 30D | +10.2% | -0.7% | +11.0% | +10.2% |
| 3M | +12.7% | -39.6% | +52.3% | +13.5% |
| 6M | +10.5% | -21.7% | +32.3% | +10.7% |
| YTD | +20.2% | -47.4% | +67.6% | +21.1% |
| 1Y | +24.1% | -28.4% | +52.4% | +24.1% |
| 3Y | -3.6% | -22.6% | +19.0% | -4.6% |
| 5Y | -20.9% | -75.6% | +54.7% | -22.0% |
| All | +6.0% | -44.4% | +50.4% | +4.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling