+422.5%
PSX vs QS
-47.4%
+469.9%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -0.8% |
| 7D | +1.5% | -5.0% | +6.5% | +1.7% |
| 30D | +15.8% | -18.3% | +34.1% | +16.5% |
| 3M | +43.0% | -26.0% | +69.0% | +44.0% |
| 6M | +61.1% | -24.0% | +85.1% | +61.6% |
| YTD | +104.5% | -50.3% | +154.8% | +107.9% |
| 1Y | +102.5% | -38.0% | +140.5% | +103.0% |
| 3Y | +133.5% | -24.6% | +158.1% | +126.4% |
| 5Y | +367.0% | -75.4% | +442.4% | +358.4% |
| All | +422.5% | -47.4% | +469.9% | +399.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling