+32.7%
PM vs Q
+80.0%
-47.3%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.4% | -1.3% | +1.2% |
| 7D | -7.1% | +6.6% | -13.6% | -6.7% |
| 30D | -2.8% | +2.7% | -5.5% | -2.5% |
| 3M | +6.3% | -8.4% | +14.7% | +6.2% |
| 6M | +9.6% | -17.3% | +27.0% | +9.3% |
| YTD | +25.6% | +55.3% | -29.7% | +23.7% |
| 1Y | +29.7% | +31.5% | -1.8% | +28.1% |
| All | +32.7% | +80.0% | -47.3% | +30.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling