+2,885.9%
PR vs QS
-57.3%
+2,943.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -5.4% | +8.2% | +3.1% |
| 7D | -0.5% | -5.0% | +4.5% | -0.2% |
| 30D | -4.6% | -1.4% | -3.2% | -4.8% |
| 3M | +4.7% | -33.6% | +38.3% | +7.5% |
| 6M | +12.4% | -47.6% | +60.0% | +16.6% |
| YTD | +62.9% | -59.6% | +122.5% | +71.5% |
| 1Y | +70.6% | -73.5% | +144.1% | +85.4% |
| 3Y | +90.0% | -23.0% | +113.0% | +76.2% |
| 5Y | +255.5% | -89.4% | +344.9% | +260.5% |
| All | +2,885.9% | -57.3% | +2,943.1% | +2,932.6% |
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