+211.4%
PM vs QS
-44.4%
+255.8%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.6% | -2.5% | -2.0% |
| 7D | -4.9% | -2.3% | -2.6% | -4.9% |
| 30D | -3.4% | -0.7% | -2.7% | -3.4% |
| 3M | +5.2% | -39.6% | +44.8% | +5.3% |
| 6M | +3.7% | -21.7% | +25.4% | +3.7% |
| YTD | +15.8% | -47.4% | +63.2% | +15.9% |
| 1Y | +17.4% | -28.4% | +45.7% | +17.1% |
| 3Y | +116.9% | -22.6% | +139.5% | +114.4% |
| 5Y | +117.3% | -75.6% | +192.9% | +114.8% |
| All | +211.4% | -44.4% | +255.8% | +214.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling