+13.4%
PG vs QSR
+40.5%
-27.1%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.6% | +1.0% | +1.5% |
| 7D | -0.8% | -4.0% | +3.2% | +0.1% |
| 30D | +0.8% | +2.8% | -1.9% | +0.2% |
| 3M | -1.3% | +5.1% | -6.4% | -2.6% |
| 6M | -3.8% | +8.8% | -12.6% | -6.0% |
| YTD | +3.6% | +14.8% | -11.2% | -0.2% |
| 1Y | -5.7% | +25.7% | -31.5% | -11.4% |
| 3Y | +1.6% | +27.5% | -25.9% | -6.2% |
| All | +13.4% | +40.5% | -27.1% | -1.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling