+1,158.7%
PSX vs QID
-99.8%
+1,258.5%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.6% | -1.9% | +1.5% |
| 7D | +7.8% | -7.1% | +15.0% | +5.7% |
| 30D | -10.9% | +12.6% | -23.5% | -7.2% |
| 3M | +14.5% | +14.2% | +0.2% | +19.8% |
| 6M | +56.1% | +6.2% | +49.9% | +60.5% |
| YTD | +109.6% | -21.8% | +131.4% | +96.4% |
| 1Y | +95.5% | -23.1% | +118.6% | +82.5% |
| 3Y | +156.2% | -71.3% | +227.5% | +85.4% |
| 5Y | +310.0% | -77.0% | +387.0% | +207.7% |
| 10Y | +368.0% | -99.0% | +467.1% | +17.1% |
| All | +1,158.7% | -99.8% | +1,258.5% | +61.8% |
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