+3,004.6%
PR vs QS
-44.4%
+3,049.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.6% | -2.2% | -1.6% |
| 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% | +20.7% |
| 6M | +28.2% | -21.7% | +49.9% | +29.1% |
| YTD | +69.3% | -47.4% | +116.7% | +75.4% |
| 1Y | +69.5% | -28.4% | +97.9% | +68.3% |
| 3Y | +81.7% | -22.6% | +104.3% | +69.1% |
| 5Y | +422.2% | -75.6% | +497.8% | +405.5% |
| All | +3,004.6% | -44.4% | +3,049.0% | +3,002.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling