+169.5%
PR vs QSR
+180.5%
-11.0%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.1% | -1.5% | -1.6% |
| 7D | +2.9% | +2.4% | +0.5% | +1.8% |
| 30D | +18.0% | +7.6% | +10.4% | +14.1% |
| 3M | +16.9% | +12.6% | +4.2% | +10.2% |
| 6M | +28.2% | +14.4% | +13.8% | +19.3% |
| YTD | +69.3% | +19.6% | +49.7% | +54.2% |
| 1Y | +69.5% | +33.9% | +35.6% | +45.6% |
| 3Y | +81.7% | +27.1% | +54.6% | +55.9% |
| 5Y | +422.2% | +48.5% | +373.7% | +306.4% |
| 10Y | +110.4% | +126.2% | -15.8% | +52.1% |
| All | +169.5% | +180.5% | -11.0% | +95.7% |
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