+152.6%
PR vs QSR
+174.3%
-21.7%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.1% | +3.0% | +2.4% |
| 7D | -16.4% | +7.3% | -23.7% | -19.2% |
| 30D | -1.9% | +11.9% | -13.8% | -7.0% |
| 3M | +8.0% | +7.5% | +0.5% | +3.8% |
| 6M | +4.1% | +2.5% | +1.6% | +1.5% |
| YTD | +58.7% | +17.0% | +41.7% | +44.9% |
| 1Y | +75.8% | +18.1% | +57.7% | +59.5% |
| 3Y | +73.2% | +28.6% | +44.5% | +46.9% |
| 5Y | +230.1% | +55.8% | +174.4% | +148.8% |
| 10Y | +67.4% | +140.5% | -73.1% | +22.2% |
| All | +152.6% | +174.3% | -21.7% | +84.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling