+211.8%
PM vs QID
-99.1%
+311.0%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | 0.0% | +0.6% |
| 7D | -1.2% | -1.9% | +0.7% | -1.5% |
| 30D | -0.2% | +1.7% | -1.9% | +0.1% |
| 3M | +4.9% | -3.9% | +8.8% | +4.4% |
| 6M | +9.0% | -30.0% | +39.0% | +3.3% |
| YTD | +17.8% | -28.2% | +46.0% | +12.3% |
| 1Y | +16.8% | -35.6% | +52.5% | +9.4% |
| 3Y | +125.4% | -74.3% | +199.7% | +82.6% |
| 5Y | +128.7% | -80.8% | +209.5% | +86.2% |
| 10Y | +211.8% | -99.2% | +311.0% | +20.3% |
| All | +211.8% | -99.1% | +311.0% | +20.3% |
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