+826.4%
PM vs QID
-100.0%
+926.4%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.3% | -0.7% | +0.9% |
| 7D | -6.6% | +1.8% | -8.4% | -6.0% |
| 30D | -3.4% | +21.6% | -25.1% | +0.9% |
| 3M | +5.3% | +12.6% | -7.3% | +8.3% |
| 6M | +15.5% | +6.9% | +8.6% | +17.7% |
| YTD | +24.3% | -20.5% | +44.8% | +19.1% |
| 1Y | +29.7% | -18.1% | +47.8% | +25.3% |
| 3Y | +144.9% | -70.7% | +215.6% | +91.6% |
| 5Y | +159.0% | -77.2% | +236.3% | +105.0% |
| 10Y | +250.9% | -99.0% | +350.0% | +33.1% |
| All | +826.4% | -100.0% | +926.4% | +62.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling