+242.4%
PM vs QS
-62.6%
+305.0%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -5.2% | +6.3% | +1.2% |
| 7D | +0.5% | -14.0% | +14.6% | +0.6% |
| 30D | -3.2% | -6.4% | +3.1% | -3.2% |
| 3M | +6.2% | -40.3% | +46.5% | +6.3% |
| 6M | +7.7% | -57.5% | +65.2% | +7.8% |
| YTD | +27.3% | -64.7% | +92.0% | +27.5% |
| 1Y | +32.8% | -72.9% | +105.7% | +33.1% |
| 3Y | +150.0% | -33.5% | +183.5% | +146.8% |
| 5Y | +164.2% | -90.5% | +254.8% | +161.2% |
| All | +242.4% | -62.6% | +305.0% | +245.4% |
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