+86.2%
PR vs QSR
+126.5%
-40.3%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.6% | +1.5% | +0.6% |
| 7D | -0.8% | -2.4% | +1.5% | +0.2% |
| 30D | +11.3% | +5.7% | +5.6% | +8.4% |
| 3M | +24.1% | +6.9% | +17.1% | +19.6% |
| 6M | +25.4% | +6.9% | +18.5% | +20.1% |
| YTD | +71.2% | +14.9% | +56.3% | +58.1% |
| 1Y | +78.6% | +29.1% | +49.5% | +55.0% |
| 3Y | +85.2% | +26.1% | +59.1% | +58.1% |
| 5Y | +419.0% | +42.3% | +376.7% | +307.2% |
| 10Y | +86.2% | +134.0% | -47.7% | +33.4% |
| All | +86.2% | +126.5% | -40.3% | +33.4% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 10y: compounded portfolio wealth divided by compounded QSR 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…
10y analysis · Full analysis span regression · 6 months rolling