+123.3%
PG vs QSR
+205.8%
-82.4%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +0.3% |
| 3M | -1.3% | +5.1% | -6.4% | -2.3% |
| 6M | -3.8% | +8.8% | -12.6% | -5.4% |
| YTD | +3.6% | +14.8% | -11.2% | +0.8% |
| 1Y | -5.7% | +25.7% | -31.5% | -9.8% |
| 3Y | +1.6% | +27.5% | -25.9% | -3.7% |
| 5Y | +14.6% | +41.3% | -26.6% | +6.1% |
| 10Y | +121.2% | +133.8% | -12.6% | +87.3% |
| All | +123.3% | +205.8% | -82.4% | +82.6% |
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 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