+843.8%
PM vs QID
-100.0%
+943.7%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.5% | +0.7% | -2.3% |
| 7D | -5.2% | +9.4% | -14.6% | -3.2% |
| 30D | +2.7% | +31.2% | -28.5% | +9.0% |
| 3M | +6.1% | +17.4% | -11.3% | +10.1% |
| 6M | +18.0% | +8.4% | +9.6% | +20.5% |
| YTD | +26.6% | -15.8% | +42.3% | +22.8% |
| 1Y | +36.7% | -16.3% | +53.0% | +32.6% |
| 3Y | +146.0% | -70.4% | +216.4% | +92.5% |
| 5Y | +164.1% | -74.8% | +238.9% | +114.2% |
| 10Y | +238.8% | -99.0% | +337.8% | +28.7% |
| All | +843.8% | -100.0% | +943.7% | +67.3% |
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