+79.2%
PR vs QS
-74.4%
+153.6%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -5.2% | +6.4% | +1.0% |
| 7D | +6.0% | -14.0% | +20.0% | +5.3% |
| 30D | -4.2% | -6.4% | +2.2% | -4.4% |
| 3M | +10.0% | -40.3% | +50.2% | +8.9% |
| 6M | +15.6% | -57.5% | +73.1% | +16.0% |
| YTD | +68.2% | -64.7% | +132.9% | +73.0% |
| 1Y | +79.2% | -72.9% | +152.1% | +85.4% |
| All | +79.2% | -74.4% | +153.6% | +85.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling