+2,983.5%
PR vs QS
-62.6%
+3,046.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -5.2% | +6.4% | +1.6% |
| 7D | +6.0% | -14.0% | +20.0% | +7.0% |
| 30D | -4.2% | -6.4% | +2.2% | -4.0% |
| 3M | +10.0% | -40.3% | +50.2% | +13.7% |
| 6M | +15.6% | -57.5% | +73.1% | +21.7% |
| YTD | +68.2% | -64.7% | +132.9% | +78.7% |
| 1Y | +79.2% | -72.9% | +152.1% | +94.1% |
| 3Y | +94.9% | -33.5% | +128.4% | +82.6% |
| 5Y | +272.8% | -90.5% | +363.3% | +281.0% |
| All | +2,983.5% | -62.6% | +3,046.2% | +3,060.3% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 QS 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