+668.4%
PSA vs QID
-100.0%
+768.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.8% | +2.4% | 0.0% |
| 7D | -1.8% | +1.3% | -3.1% | -1.4% |
| 30D | -8.4% | +2.9% | -11.3% | -7.3% |
| 3M | -7.8% | -0.7% | -7.1% | -7.7% |
| 6M | +0.8% | -29.7% | +30.5% | -10.0% |
| YTD | +16.5% | -27.9% | +44.4% | +5.2% |
| 1Y | +4.7% | -34.6% | +39.3% | -8.4% |
| 3Y | +21.1% | -73.5% | +94.6% | -20.1% |
| 5Y | +14.2% | -81.0% | +95.2% | -25.6% |
| 10Y | +102.6% | -99.2% | +201.7% | -63.2% |
| All | +668.4% | -100.0% | +768.4% | -71.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling