+84.9%
PR vs QS
-18.0%
+103.0%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.6% | +3.6% | +1.0% |
| 7D | -9.5% | +8.0% | -17.5% | -9.8% |
| 30D | -5.7% | -2.8% | -2.8% | -5.7% |
| 3M | +3.0% | -28.1% | +31.1% | +4.4% |
| 6M | +11.8% | -41.0% | +52.8% | +14.0% |
| YTD | +58.5% | -57.3% | +115.8% | +64.1% |
| 1Y | +69.9% | -72.7% | +142.5% | +80.6% |
| 3Y | +84.9% | -18.6% | +103.6% | +65.2% |
| All | +84.9% | -18.0% | +103.0% | +65.2% |
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