+84.5%
PR vs QID
-99.0%
+183.5%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.6% | -1.4% | +2.0% |
| 7D | +6.0% | -7.1% | +13.1% | +3.7% |
| 30D | -4.2% | +12.6% | -16.8% | -0.1% |
| 3M | +10.0% | +14.2% | -4.3% | +15.1% |
| 6M | +15.6% | +6.2% | +9.4% | +18.9% |
| YTD | +68.2% | -21.8% | +90.0% | +56.9% |
| 1Y | +79.2% | -23.1% | +102.3% | +66.4% |
| 3Y | +94.9% | -71.3% | +166.2% | +41.4% |
| 5Y | +272.8% | -77.0% | +349.8% | +182.3% |
| All | +84.5% | -99.0% | +183.5% | +10.3% |
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