+797.8%
PH vs QSR
+135.2%
+662.7%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.6% | +1.1% | +1.4% |
| 7D | -1.3% | -4.0% | +2.7% | +0.8% |
| 30D | -11.0% | +2.8% | -13.7% | -12.4% |
| 3M | +5.5% | +5.1% | +0.4% | +2.0% |
| 6M | +1.5% | +8.8% | -7.3% | -4.4% |
| YTD | +8.8% | +14.8% | -6.1% | -1.1% |
| 1Y | +24.5% | +25.7% | -1.2% | +7.3% |
| 3Y | +141.2% | +27.5% | +113.6% | +99.9% |
| 5Y | +256.3% | +41.3% | +215.0% | +173.4% |
| All | +797.8% | +135.2% | +662.7% | +419.9% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 10y: compounded portfolio wealth divided by compounded QSR 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…
10y analysis · Full analysis span regression · 6 months rolling