+246.4%
PR vs QID
-76.9%
+323.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.3% | -0.4% | +1.3% |
| 7D | -9.5% | +1.8% | -11.3% | -8.7% |
| 30D | -5.7% | +21.6% | -27.3% | +0.5% |
| 3M | +3.0% | +12.6% | -9.6% | +7.2% |
| 6M | +11.8% | +6.9% | +4.9% | +15.1% |
| YTD | +58.5% | -20.5% | +79.0% | +47.6% |
| 1Y | +69.9% | -18.1% | +88.0% | +60.3% |
| 3Y | +84.9% | -70.7% | +155.6% | +29.6% |
| 5Y | +246.4% | -77.2% | +323.7% | +169.7% |
| All | +246.4% | -76.9% | +323.4% | +169.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling