+140.8%
PH vs QS
-19.7%
+160.5%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.0% | -2.7% | -0.9% |
| 7D | +0.4% | +2.2% | -1.8% | +0.2% |
| 30D | -10.8% | -8.1% | -2.7% | -10.2% |
| 3M | +8.5% | -27.0% | +35.5% | +10.8% |
| 6M | +3.9% | -16.4% | +20.4% | +4.3% |
| YTD | +9.4% | -46.4% | +55.8% | +13.8% |
| 1Y | +26.8% | -41.1% | +67.9% | +28.5% |
| 3Y | +140.8% | -18.6% | +159.4% | +117.3% |
| All | +140.8% | -19.7% | +160.5% | +117.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling