+70.3%
PR vs QSR
+130.9%
-60.6%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.8% | +0.9% |
| 7D | -9.5% | +4.5% | -14.0% | -11.5% |
| 30D | -5.7% | +9.4% | -15.1% | -9.9% |
| 3M | +3.0% | +7.5% | -4.5% | -1.1% |
| 6M | +11.8% | -0.8% | +12.7% | +10.7% |
| YTD | +58.5% | +16.9% | +41.6% | +44.2% |
| 1Y | +69.9% | +16.3% | +53.6% | +54.6% |
| 3Y | +84.9% | +25.3% | +59.6% | +57.7% |
| 5Y | +246.4% | +60.4% | +186.1% | +152.8% |
| 10Y | +70.3% | +139.2% | -68.9% | +39.1% |
| All | +70.3% | +130.9% | -60.6% | +39.1% |
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