+62.8%
PNR vs QID
-99.2%
+162.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.8% | +1.5% | -0.9% |
| 7D | -6.0% | +1.3% | -7.3% | -5.6% |
| 30D | -14.0% | +2.9% | -16.9% | -13.0% |
| 3M | -21.7% | -0.7% | -21.0% | -21.3% |
| 6M | -37.3% | -29.7% | -7.6% | -43.9% |
| YTD | -45.1% | -27.9% | -17.3% | -50.2% |
| 1Y | -49.1% | -34.6% | -14.6% | -55.2% |
| 3Y | -14.8% | -73.5% | +58.7% | -41.5% |
| 5Y | -21.0% | -81.0% | +60.0% | -44.9% |
| All | +62.8% | -99.2% | +162.0% | -49.6% |
Cumulative growth
Daily Returns
Daily percentage return beside QID.
Daily Out/Under-Performance
Portfolio return minus QID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QID 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 QID 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