+135.3%
PM vs QSR
+40.5%
+94.7%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.6% | +0.1% | +0.6% |
| 7D | +4.7% | -4.0% | +8.7% | +5.5% |
| 30D | +2.6% | +2.8% | -0.1% | +2.0% |
| 3M | +6.6% | +5.1% | +1.5% | +5.4% |
| 6M | +16.5% | +8.8% | +7.7% | +14.3% |
| YTD | +21.2% | +14.8% | +6.3% | +17.3% |
| 1Y | +17.9% | +25.7% | -7.8% | +11.7% |
| 3Y | +129.8% | +27.5% | +102.3% | +113.0% |
| All | +135.3% | +40.5% | +94.7% | +112.4% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 5y: compounded portfolio wealth divided by compounded QSR 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…
5y analysis · Full analysis span regression · 6 months rolling