+817.4%
PH vs QSR
+202.3%
+615.2%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | +4.3% | -2.9% | +7.3% | +5.8% |
| 30D | +0.1% | +4.1% | -4.0% | -2.2% |
| 3M | -9.4% | -0.7% | -8.7% | -9.8% |
| 6M | +8.8% | +0.4% | +8.3% | +7.1% |
| YTD | +9.6% | +13.5% | -3.9% | +0.5% |
| 1Y | +14.4% | +11.0% | +3.5% | +6.0% |
| 3Y | +134.5% | +22.0% | +112.5% | +101.9% |
| 5Y | +204.4% | +57.1% | +147.4% | +127.0% |
| 10Y | +697.3% | +138.3% | +559.0% | +377.3% |
| All | +817.4% | +202.3% | +615.2% | +413.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling