+32.5%
PFE vs QSR
+133.7%
-101.3%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.3% |
| 7D | -4.0% | -4.7% | +0.7% | -3.1% |
| 30D | +3.9% | +4.3% | -0.4% | +2.9% |
| 3M | +9.9% | +5.4% | +4.4% | +8.6% |
| 6M | +5.3% | +8.2% | -2.9% | +3.4% |
| YTD | +16.8% | +14.1% | +2.6% | +13.3% |
| 1Y | +20.4% | +28.1% | -7.7% | +14.1% |
| 3Y | -2.1% | +25.3% | -27.4% | -7.5% |
| 5Y | -21.0% | +40.4% | -61.4% | -27.5% |
| All | +32.5% | +133.7% | -101.3% | +12.6% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 QSR 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