+400.1%
PH vs QS
-44.4%
+444.5%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.8% | -0.2% |
| 7D | -3.1% | -2.3% | -0.7% | -2.9% |
| 30D | -3.2% | -0.7% | -2.5% | -3.3% |
| 3M | +10.6% | -39.6% | +50.2% | +13.4% |
| 6M | -2.1% | -21.7% | +19.6% | -1.4% |
| YTD | +10.2% | -47.4% | +57.6% | +13.4% |
| 1Y | +28.2% | -28.4% | +56.6% | +28.2% |
| 3Y | +134.9% | -22.6% | +157.5% | +125.3% |
| 5Y | +253.6% | -75.6% | +329.2% | +242.1% |
| All | +400.1% | -44.4% | +444.5% | +412.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling