+102.5%
PSX vs QS
-39.8%
+142.3%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -0.9% |
| 7D | +1.5% | -5.0% | +6.5% | +1.4% |
| 30D | +15.8% | -18.3% | +34.1% | +15.6% |
| 3M | +43.0% | -26.0% | +69.0% | +42.5% |
| 6M | +61.1% | -24.0% | +85.1% | +60.1% |
| YTD | +104.5% | -50.3% | +154.8% | +103.6% |
| 1Y | +102.5% | -38.0% | +140.5% | +115.2% |
| All | +102.5% | -39.8% | +142.3% | +115.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling