+223.8%
PM vs QS
-47.4%
+271.2%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.8% | +3.0% | +2.2% |
| 7D | +1.9% | -5.0% | +6.9% | +1.9% |
| 30D | +1.9% | -18.3% | +20.2% | +1.9% |
| 3M | +4.6% | -26.0% | +30.6% | +4.6% |
| 6M | +11.7% | -24.0% | +35.7% | +11.7% |
| YTD | +20.4% | -50.3% | +70.6% | +20.5% |
| 1Y | +19.0% | -38.0% | +56.9% | +18.8% |
| 3Y | +130.4% | -24.6% | +155.0% | +127.7% |
| 5Y | +131.5% | -75.4% | +206.9% | +128.8% |
| All | +223.8% | -47.4% | +271.2% | +226.5% |
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