+272.5%
PM vs QID
-99.0%
+371.5%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.6% | -1.4% | +1.5% |
| 7D | +0.5% | -7.1% | +7.7% | -0.5% |
| 30D | -3.2% | +12.6% | -15.9% | -1.3% |
| 3M | +6.2% | +14.2% | -8.0% | +8.5% |
| 6M | +7.7% | +6.2% | +1.5% | +9.0% |
| YTD | +27.3% | -21.8% | +49.1% | +23.1% |
| 1Y | +32.8% | -23.1% | +55.9% | +28.2% |
| 3Y | +150.0% | -71.3% | +221.3% | +106.4% |
| 5Y | +164.2% | -77.0% | +241.2% | +123.8% |
| All | +272.5% | -99.0% | +371.5% | +61.4% |
Cumulative growth
Daily Returns
Daily percentage return beside QID.
Daily Out/Under-Performance
Portfolio return minus QID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QID 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 QID 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