+2,754.8%
PR vs QS
-58.3%
+2,813.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -7.2% | +2.4% | -4.3% |
| 7D | -16.5% | -2.1% | -14.4% | -16.5% |
| 30D | -4.5% | -11.6% | +7.1% | -3.9% |
| 3M | +8.5% | -25.5% | +34.1% | +10.5% |
| 6M | -3.3% | -43.4% | +40.1% | -0.4% |
| YTD | +55.7% | -60.6% | +116.3% | +64.3% |
| 1Y | +82.0% | -75.9% | +158.0% | +99.3% |
| 3Y | +62.5% | -32.5% | +95.0% | +52.4% |
| 5Y | +223.9% | -86.8% | +310.7% | +225.0% |
| All | +2,754.8% | -58.3% | +2,813.1% | +2,805.9% |
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 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