+24.5%
PH vs QS
-36.7%
+61.2%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +2.1% |
| YTD | +8.8% | -49.3% | +58.1% | +11.7% |
| 1Y | +24.5% | -40.3% | +64.8% | +24.1% |
| All | +24.5% | -36.7% | +61.2% | +24.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling