+13.1%
PSA vs QID
-80.7%
+93.8%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.5% | -2.8% | -2.2% |
| 7D | -2.2% | -1.9% | -0.3% | -2.5% |
| 30D | -9.6% | +1.7% | -11.3% | -9.3% |
| 3M | -7.9% | -3.9% | -4.0% | -8.2% |
| 6M | -2.0% | -30.0% | +28.0% | -7.3% |
| YTD | +15.7% | -28.2% | +44.0% | +10.2% |
| 1Y | +5.8% | -35.6% | +41.4% | -1.1% |
| 3Y | +21.6% | -74.3% | +95.8% | -2.2% |
| 5Y | +13.1% | -80.8% | +93.9% | -12.5% |
| All | +13.1% | -80.7% | +93.8% | -12.5% |
Cumulative growth
Daily Returns
Daily percentage return beside QID.
Daily Out/Under-Performance
Portfolio return minus QID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QID 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 QID 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