+455.3%
PL vs QS
-30.4%
+485.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | +4.1% | +6.2% | +8.8% |
| 7D | -6.8% | +5.4% | -12.2% | -8.7% |
| 30D | -29.3% | -5.3% | -24.0% | -27.9% |
| 3M | -44.8% | -22.6% | -22.2% | -39.3% |
| 6M | -68.4% | -46.2% | -22.2% | -60.0% |
| YTD | -36.4% | -58.9% | +22.6% | -12.7% |
| 1Y | +0.7% | -73.1% | +73.8% | +58.3% |
| 3Y | +455.3% | -27.2% | +482.5% | +451.2% |
| All | +455.3% | -30.4% | +485.7% | +451.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling