+83.0%
PL vs QS
-85.3%
+168.3%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.6% | -1.8% | -1.5% |
| 7D | -9.3% | -2.3% | -7.0% | -8.5% |
| 30D | -18.9% | -0.7% | -18.2% | -18.8% |
| 3M | -58.4% | -39.6% | -18.7% | -49.9% |
| 6M | -30.3% | -21.7% | -8.6% | -23.6% |
| YTD | -8.1% | -47.4% | +39.3% | +14.6% |
| 1Y | +180.5% | -28.4% | +208.9% | +213.0% |
| 3Y | +444.1% | -22.6% | +466.7% | +400.6% |
| 5Y | +83.0% | -75.6% | +158.6% | +107.3% |
| All | +83.0% | -85.3% | +168.3% | +103.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling