+1.1%
PR vs Q
-17.0%
+18.1%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -0.1% | -6.4% | -6.5% |
| 7D | -12.1% | -3.3% | -8.8% | -12.2% |
| 30D | +0.9% | -9.7% | +10.6% | +0.4% |
| 3M | +10.1% | -16.1% | +26.2% | +9.4% |
| 6M | +1.1% | -15.7% | +16.8% | +1.9% |
| All | +1.1% | -17.0% | +18.1% | +1.9% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 6mo: compounded portfolio wealth divided by compounded Q 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…
6mo analysis · Full analysis span regression · 6 months rolling