+15.0%
PL vs QS
-73.9%
+88.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -5.4% | +5.9% | +3.9% |
| 7D | +13.4% | -5.0% | +18.3% | +17.6% |
| 30D | -10.2% | -1.4% | -8.7% | -9.6% |
| 3M | -39.5% | -33.6% | -5.9% | -22.1% |
| 6M | -65.7% | -47.6% | -18.2% | -47.8% |
| YTD | -27.3% | -59.6% | +32.3% | +29.5% |
| 1Y | +15.0% | -73.5% | +88.5% | +174.7% |
| All | +15.0% | -73.9% | +88.9% | +174.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling