+277.4%
PM vs QSR
+218.5%
+58.9%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.1% | -1.8% | -1.9% |
| 7D | -4.9% | +2.4% | -7.3% | -5.4% |
| 30D | -3.4% | +7.6% | -11.0% | -5.1% |
| 3M | +5.2% | +12.6% | -7.5% | +2.1% |
| 6M | +3.7% | +14.4% | -10.7% | +0.1% |
| YTD | +15.8% | +19.6% | -3.9% | +10.3% |
| 1Y | +17.4% | +33.9% | -16.5% | +8.5% |
| 3Y | +116.9% | +27.1% | +89.8% | +100.6% |
| 5Y | +117.3% | +48.5% | +68.8% | +91.2% |
| 10Y | +193.8% | +126.2% | +67.6% | +123.0% |
| All | +277.4% | +218.5% | +58.9% | +174.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling