+280.2%
PNR vs QID
-100.0%
+380.2%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.5% | -2.4% | -1.7% |
| 7D | -3.9% | -1.9% | -2.0% | -4.7% |
| 30D | -13.8% | +1.7% | -15.5% | -13.1% |
| 3M | -22.5% | -3.9% | -18.6% | -23.1% |
| 6M | -37.2% | -30.0% | -7.2% | -45.1% |
| YTD | -44.2% | -28.2% | -16.0% | -50.4% |
| 1Y | -46.6% | -35.6% | -11.0% | -54.5% |
| 3Y | -12.5% | -74.3% | +61.8% | -45.0% |
| 5Y | -19.3% | -80.8% | +61.5% | -47.4% |
| 10Y | +67.5% | -99.2% | +166.6% | -67.5% |
| All | +280.2% | -100.0% | +380.2% | -79.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling