+376.3%
PSX vs QID
-99.1%
+475.5%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.3% | -3.2% | -0.3% |
| 7D | +1.5% | +2.7% | -1.2% | +2.3% |
| 30D | +15.8% | +3.3% | +12.5% | +16.9% |
| 3M | +43.0% | -5.5% | +48.5% | +41.2% |
| 6M | +61.1% | -28.4% | +89.5% | +47.6% |
| YTD | +104.5% | -26.6% | +131.1% | +89.0% |
| 1Y | +102.5% | -34.1% | +136.7% | +82.1% |
| 3Y | +133.5% | -73.7% | +207.2% | +71.0% |
| 5Y | +367.0% | -80.7% | +447.6% | +243.0% |
| All | +376.3% | -99.1% | +475.5% | +53.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling