+87.6%
PR vs QID
-71.8%
+159.4%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -6.8% | +5.8% | -2.7% |
| 7D | -12.4% | -0.8% | -11.6% | -12.3% |
| 30D | -6.6% | +20.1% | -26.6% | -2.0% |
| 3M | +7.5% | +11.8% | -4.3% | +10.8% |
| 6M | +10.8% | +5.5% | +5.3% | +13.0% |
| YTD | +57.0% | -21.5% | +78.6% | +45.7% |
| 1Y | +67.9% | -22.6% | +90.6% | +55.2% |
| 3Y | +87.6% | -72.3% | +159.9% | +23.5% |
| All | +87.6% | -71.8% | +159.4% | +23.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling