+85.0%
PR vs QSR
+32.7%
+52.3%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.1% | -1.5% | -1.6% |
| 7D | +2.9% | +2.4% | +0.5% | +2.5% |
| 30D | +18.0% | +7.6% | +10.4% | +16.6% |
| 3M | +16.9% | +12.6% | +4.2% | +14.2% |
| 6M | +28.2% | +14.4% | +13.8% | +24.4% |
| YTD | +69.3% | +19.6% | +49.7% | +62.5% |
| 1Y | +69.5% | +33.9% | +35.6% | +57.9% |
| All | +85.0% | +32.7% | +52.3% | +74.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling