+39.5%
PL vs QS
-90.1%
+129.6%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -5.2% | +4.5% | +1.2% |
| 7D | +10.0% | -14.0% | +24.1% | +16.2% |
| 30D | -2.3% | -6.4% | +4.1% | -0.1% |
| 3M | -44.2% | -40.3% | -3.9% | -32.9% |
| 6M | -66.1% | -57.5% | -8.6% | -53.8% |
| YTD | -30.0% | -64.7% | +34.7% | +0.7% |
| 1Y | +21.0% | -72.9% | +93.9% | +89.9% |
| 3Y | +516.5% | -33.5% | +550.0% | +503.3% |
| 5Y | +32.0% | -90.5% | +122.5% | +72.9% |
| All | +39.5% | -90.1% | +129.6% | +79.0% |
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