+149.2%
PM vs QID
-69.7%
+218.9%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.5% | +0.7% | -1.7% |
| 7D | -5.2% | +9.4% | -14.6% | -5.6% |
| 30D | +2.7% | +31.2% | -28.5% | +1.4% |
| 3M | +6.1% | +17.4% | -11.3% | +5.2% |
| 6M | +18.0% | +8.4% | +9.6% | +17.1% |
| YTD | +26.6% | -15.8% | +42.3% | +25.5% |
| 1Y | +36.7% | -16.3% | +53.0% | +35.6% |
| All | +149.2% | -69.7% | +218.9% | +128.1% |
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