+52.4%
PSA vs QS
-32.2%
+84.6%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -5.2% | +4.9% | 0.0% |
| 7D | -1.4% | -14.0% | +12.6% | -0.9% |
| 30D | +15.2% | -6.4% | +21.5% | +15.4% |
| 3M | +2.2% | -40.3% | +42.5% | +4.0% |
| 6M | +11.7% | -57.5% | +69.2% | +14.8% |
| YTD | +32.0% | -64.7% | +96.7% | +36.1% |
| 1Y | +26.3% | -72.9% | +99.2% | +31.3% |
| 3Y | +52.4% | -33.5% | +85.8% | +42.3% |
| All | +52.4% | -32.2% | +84.6% | +42.3% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 3y: compounded portfolio wealth divided by compounded QS 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…
3y analysis · Full analysis span regression · 6 months rolling