+770.8%
PSA vs QID
-100.0%
+870.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.6% | -2.8% | +0.7% |
| 7D | -1.4% | -7.1% | +5.7% | -3.8% |
| 30D | +15.2% | +12.6% | +2.5% | +20.4% |
| 3M | +2.2% | +14.2% | -12.0% | +7.6% |
| 6M | +11.7% | +6.2% | +5.5% | +15.1% |
| YTD | +32.0% | -21.8% | +53.8% | +23.1% |
| 1Y | +26.3% | -23.1% | +49.4% | +17.2% |
| 3Y | +52.4% | -71.3% | +123.7% | +3.2% |
| 5Y | +26.3% | -77.0% | +103.3% | -11.1% |
| 10Y | +132.3% | -99.0% | +231.4% | -55.5% |
| All | +770.8% | -100.0% | +870.7% | -66.5% |
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 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