-5.7%
PL vs Q
+66.4%
-72.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | +6.3% | +4.1% | +7.1% |
| 7D | -6.8% | +0.3% | -7.1% | -6.6% |
| 30D | -29.3% | -9.8% | -19.5% | -25.5% |
| 3M | -44.8% | -12.2% | -32.5% | -41.2% |
| 6M | -68.4% | -21.6% | -46.8% | -64.5% |
| YTD | -36.4% | +43.6% | -79.9% | -41.9% |
| 1Y | +0.7% | +25.7% | -25.0% | -3.4% |
| All | -5.7% | +66.4% | -72.1% | -8.7% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 Q 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