+415.3%
PR vs QS
-75.2%
+490.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.6% | -2.2% | -1.7% |
| 7D | +2.9% | -2.3% | +5.2% | +3.1% |
| 30D | +18.0% | -0.7% | +18.8% | +18.0% |
| 3M | +16.9% | -39.6% | +56.5% | +21.8% |
| 6M | +28.2% | -21.7% | +49.9% | +29.2% |
| YTD | +69.3% | -47.4% | +116.7% | +77.3% |
| 1Y | +69.5% | -28.4% | +97.9% | +67.0% |
| 3Y | +81.7% | -22.6% | +104.3% | +61.7% |
| All | +415.3% | -75.2% | +490.5% | +416.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling