+58.5%
PFE vs QSR
+218.5%
-160.0%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.1% | -1.2% |
| 7D | +1.8% | +2.4% | -0.7% | +1.3% |
| 30D | +10.2% | +7.6% | +2.6% | +8.5% |
| 3M | +12.7% | +12.6% | +0.1% | +9.9% |
| 6M | +10.5% | +14.4% | -3.8% | +7.3% |
| YTD | +20.2% | +19.6% | +0.5% | +15.5% |
| 1Y | +24.1% | +33.9% | -9.8% | +16.5% |
| 3Y | -3.6% | +27.1% | -30.7% | -9.2% |
| 5Y | -20.9% | +48.5% | -69.4% | -28.3% |
| 10Y | +35.8% | +126.2% | -90.4% | +10.8% |
| All | +58.5% | +218.5% | -160.0% | +21.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling