+251.1%
PH vs QS
-74.8%
+325.9%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -6.6% | +5.9% | 0.0% |
| 7D | 0.0% | -4.2% | +4.2% | +0.4% |
| 30D | -10.3% | -15.7% | +5.4% | -8.8% |
| 3M | +5.1% | -28.7% | +33.8% | +8.1% |
| 6M | +2.3% | -23.2% | +25.5% | +3.7% |
| YTD | +8.7% | -49.9% | +58.6% | +14.9% |
| 1Y | +26.8% | -38.8% | +65.6% | +28.4% |
| 3Y | +139.2% | -24.0% | +163.2% | +117.0% |
| 5Y | +251.1% | -75.6% | +326.7% | +232.8% |
| All | +251.1% | -74.8% | +325.9% | +232.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling