+393.7%
PH vs QS
-46.4%
+440.1%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.9% | -0.2% | +1.6% |
| 7D | -1.3% | -3.6% | +2.4% | -1.1% |
| 30D | -11.0% | -17.2% | +6.3% | -10.0% |
| 3M | +5.5% | -27.0% | +32.5% | +7.1% |
| 6M | +1.5% | -24.6% | +26.0% | +2.4% |
| YTD | +8.8% | -49.3% | +58.1% | +12.2% |
| 1Y | +24.5% | -40.3% | +64.8% | +26.0% |
| 3Y | +141.2% | -23.8% | +165.0% | +131.6% |
| 5Y | +256.3% | -75.0% | +331.3% | +245.4% |
| All | +393.7% | -46.4% | +440.1% | +407.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling