+221.7%
PR vs QS
-86.5%
+308.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +4.1% | -2.2% | +1.6% |
| 7D | -16.4% | +5.4% | -21.8% | -16.9% |
| 30D | -1.9% | -5.3% | +3.4% | -1.7% |
| 3M | +8.0% | -22.6% | +30.6% | +10.0% |
| 6M | +4.1% | -46.2% | +50.3% | +8.8% |
| YTD | +58.7% | -58.9% | +117.6% | +69.5% |
| 1Y | +75.8% | -73.1% | +148.9% | +95.9% |
| 3Y | +73.2% | -27.2% | +100.4% | +52.5% |
| All | +221.7% | -86.5% | +308.2% | +301.8% |
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 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