+24.9%
PG vs QS
-46.4%
+71.3%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.9% | -0.3% | +1.6% |
| 7D | -0.8% | -3.6% | +2.9% | -0.8% |
| 30D | +0.8% | -17.2% | +18.1% | +0.7% |
| 3M | -1.3% | -27.0% | +25.6% | -1.4% |
| 6M | -3.8% | -24.6% | +20.7% | -3.9% |
| YTD | +3.6% | -49.3% | +53.0% | +3.4% |
| 1Y | -5.7% | -40.3% | +34.6% | -5.9% |
| 3Y | +1.6% | -23.8% | +25.4% | +1.4% |
| 5Y | +14.6% | -75.0% | +89.6% | +14.1% |
| All | +24.9% | -46.4% | +71.3% | +26.2% |
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 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