+79.3%
PR vs QID
-73.9%
+153.2%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.2% | -1.7% |
| 7D | +2.9% | -0.6% | +3.5% | +2.7% |
| 30D | +18.0% | 0.0% | +18.0% | +18.0% |
| 3M | +16.9% | +3.7% | +13.1% | +18.9% |
| 6M | +28.2% | -29.9% | +58.1% | +15.7% |
| YTD | +69.3% | -28.8% | +98.1% | +53.9% |
| 1Y | +69.5% | -37.2% | +106.7% | +47.1% |
| All | +79.3% | -73.9% | +153.2% | +28.6% |
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 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