+95.5%
PSX vs QID
-20.9%
+116.4%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.6% | -1.9% | +0.6% |
| 7D | +7.8% | -7.1% | +15.0% | +8.4% |
| 30D | -10.9% | +12.6% | -23.5% | -12.6% |
| 3M | +14.5% | +14.2% | +0.2% | +11.9% |
| 6M | +56.1% | +6.2% | +49.9% | +53.4% |
| YTD | +109.6% | -21.8% | +131.4% | +114.8% |
| 1Y | +95.5% | -23.1% | +118.6% | +100.5% |
| All | +95.5% | -20.9% | +116.4% | +100.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling