+22.3%
PM vs Q
+71.3%
-49.0%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.7% | -3.6% | -1.9% |
| 7D | -4.9% | +0.2% | -5.1% | -4.9% |
| 30D | -3.4% | -11.1% | +7.7% | -3.8% |
| 3M | +5.2% | -22.1% | +27.3% | +4.6% |
| 6M | +3.7% | +0.5% | +3.2% | +2.1% |
| YTD | +15.8% | +47.8% | -32.0% | +13.7% |
| All | +22.3% | +71.3% | -49.0% | +20.2% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 Q 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