+209.7%
PH vs QSR
+53.9%
+155.8%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | +4.3% | -2.9% | +7.3% | +5.4% |
| 30D | +0.1% | +4.1% | -4.0% | -1.6% |
| 3M | -9.4% | -0.7% | -8.7% | -9.6% |
| 6M | +8.8% | +0.4% | +8.3% | +7.6% |
| YTD | +9.6% | +13.5% | -3.9% | +1.8% |
| 1Y | +14.4% | +11.0% | +3.5% | +7.4% |
| 3Y | +134.5% | +22.0% | +112.5% | +103.4% |
| All | +209.7% | +53.9% | +155.8% | +123.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling