+763.1%
PM vs QID
-100.0%
+863.1%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.6% | -2.0% |
| 7D | -4.9% | -0.6% | -4.2% | -5.0% |
| 30D | -3.4% | 0.0% | -3.4% | -3.4% |
| 3M | +5.2% | +3.7% | +1.4% | +6.2% |
| 6M | +3.7% | -29.9% | +33.6% | -3.6% |
| YTD | +15.8% | -28.8% | +44.5% | +8.2% |
| 1Y | +17.4% | -37.2% | +54.5% | +6.7% |
| 3Y | +116.9% | -73.7% | +190.6% | +65.9% |
| 5Y | +117.3% | -80.7% | +198.1% | +65.3% |
| 10Y | +193.8% | -99.1% | +292.9% | +9.2% |
| All | +763.1% | -100.0% | +863.1% | +47.3% |
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