+122.4%
PM vs QID
-80.7%
+203.1%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.6% | -2.0% |
| 7D | -4.9% | -0.6% | -4.2% | -4.9% |
| 30D | -3.4% | 0.0% | -3.4% | -3.4% |
| 3M | +5.2% | +3.7% | +1.4% | +5.6% |
| 6M | +3.7% | -29.9% | +33.6% | +1.6% |
| YTD | +15.8% | -28.8% | +44.5% | +13.6% |
| 1Y | +17.4% | -37.2% | +54.5% | +14.1% |
| 3Y | +116.9% | -73.7% | +190.6% | +96.8% |
| All | +122.4% | -80.7% | +203.1% | +90.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling