+221.7%
PR vs QSR
+54.8%
+166.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.1% | +3.0% | +2.2% |
| 7D | -16.4% | +7.3% | -23.7% | -18.0% |
| 30D | -1.9% | +11.9% | -13.8% | -4.9% |
| 3M | +8.0% | +7.5% | +0.5% | +5.5% |
| 6M | +4.1% | +2.5% | +1.6% | +2.7% |
| YTD | +58.7% | +17.0% | +41.7% | +49.5% |
| 1Y | +75.8% | +18.1% | +57.7% | +64.9% |
| 3Y | +73.2% | +28.6% | +44.5% | +53.5% |
| All | +221.7% | +54.8% | +166.9% | +151.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling