+94.9%
PR vs QS
-32.2%
+127.1%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -5.2% | +6.4% | +1.4% |
| 7D | +6.0% | -14.0% | +20.0% | +6.5% |
| 30D | -4.2% | -6.4% | +2.2% | -4.1% |
| 3M | +10.0% | -40.3% | +50.2% | +12.2% |
| 6M | +15.6% | -57.5% | +73.1% | +19.7% |
| YTD | +68.2% | -64.7% | +132.9% | +75.4% |
| 1Y | +79.2% | -72.9% | +152.1% | +89.7% |
| 3Y | +94.9% | -33.5% | +128.4% | +74.8% |
| All | +94.9% | -32.2% | +127.1% | +74.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling