+95.5%
PSX vs QS
-74.4%
+170.0%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -5.2% | +5.9% | +0.6% |
| 7D | +7.8% | -14.0% | +21.8% | +7.4% |
| 30D | -10.9% | -6.4% | -4.5% | -10.9% |
| 3M | +14.5% | -40.3% | +54.7% | +14.5% |
| 6M | +56.1% | -57.5% | +113.6% | +57.1% |
| YTD | +109.6% | -64.7% | +174.3% | +117.2% |
| 1Y | +95.5% | -72.9% | +168.4% | +107.6% |
| All | +95.5% | -74.4% | +170.0% | +107.6% |
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