+124.3%
PM vs QID
-74.5%
+198.7%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.3% | +0.9% | +1.2% |
| 7D | -1.3% | -2.7% | +1.4% | -1.2% |
| 30D | -2.6% | +1.8% | -4.3% | -2.6% |
| 3M | +5.8% | -2.2% | +8.0% | +5.9% |
| 6M | +10.6% | -32.1% | +42.7% | +10.2% |
| YTD | +17.2% | -28.6% | +45.7% | +16.8% |
| 1Y | +17.6% | -36.3% | +54.0% | +16.9% |
| 3Y | +124.3% | -74.4% | +198.7% | +104.9% |
| All | +124.3% | -74.5% | +198.7% | +104.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling