+16.8%
PM vs QID
-35.9%
+52.7%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | 0.0% | +0.5% |
| 7D | -1.2% | -1.9% | +0.7% | -0.9% |
| 30D | -0.2% | +1.7% | -1.9% | -0.4% |
| 3M | +4.9% | -3.9% | +8.8% | +5.3% |
| 6M | +9.0% | -30.0% | +39.0% | +11.1% |
| YTD | +17.8% | -28.2% | +46.0% | +19.4% |
| 1Y | +16.8% | -35.6% | +52.5% | +24.0% |
| All | +16.8% | -35.9% | +52.7% | +24.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling