+397.7%
PH vs QS
-60.6%
+458.3%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -7.8% | +6.3% | -1.1% |
| 7D | +7.4% | -5.6% | +13.0% | +7.7% |
| 30D | +0.5% | -5.8% | +6.3% | +0.7% |
| 3M | -10.2% | -39.2% | +28.9% | -7.8% |
| 6M | +8.9% | -53.9% | +62.8% | +13.2% |
| YTD | +9.7% | -62.8% | +72.4% | +15.0% |
| 1Y | +12.8% | -73.5% | +86.3% | +20.5% |
| 3Y | +134.6% | -29.1% | +163.7% | +126.6% |
| 5Y | +204.5% | -90.0% | +294.5% | +200.6% |
| All | +397.7% | -60.6% | +458.3% | +419.5% |
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