+237.9%
PM vs QS
-57.3%
+295.1%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -5.4% | +6.5% | +1.1% |
| 7D | -7.1% | -5.0% | -2.1% | -7.1% |
| 30D | -2.8% | -1.4% | -1.4% | -2.8% |
| 3M | +6.3% | -33.6% | +39.9% | +6.4% |
| 6M | +9.6% | -47.6% | +57.2% | +9.8% |
| YTD | +25.6% | -59.6% | +85.2% | +25.8% |
| 1Y | +29.7% | -73.5% | +103.2% | +30.0% |
| 3Y | +147.6% | -23.0% | +170.6% | +144.3% |
| 5Y | +160.1% | -89.4% | +249.5% | +157.1% |
| All | +237.9% | -57.3% | +295.1% | +240.8% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 10y: compounded portfolio wealth divided by compounded QS 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…
10y analysis · Full analysis span regression · 6 months rolling