+44.8%
PL vs QS
-88.7%
+133.5%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -5.4% | +5.9% | +2.5% |
| 7D | +13.4% | -5.0% | +18.3% | +15.9% |
| 30D | -10.2% | -1.4% | -8.7% | -9.7% |
| 3M | -39.5% | -33.6% | -5.9% | -29.9% |
| 6M | -65.7% | -47.6% | -18.2% | -56.7% |
| YTD | -27.3% | -59.6% | +32.3% | -0.3% |
| 1Y | +15.0% | -73.5% | +88.5% | +81.2% |
| 3Y | +560.8% | -23.0% | +583.9% | +514.4% |
| 5Y | +38.4% | -89.4% | +127.8% | +72.9% |
| All | +44.8% | -88.7% | +133.5% | +77.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling