+135.3%
PSX vs QS
-25.4%
+160.8%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -6.6% | +7.3% | +0.9% |
| 7D | +1.8% | -4.2% | +6.1% | +2.0% |
| 30D | +21.6% | -15.7% | +37.3% | +22.3% |
| 3M | +46.5% | -28.7% | +75.1% | +47.8% |
| 6M | +62.0% | -23.2% | +85.2% | +62.4% |
| YTD | +106.3% | -49.9% | +156.2% | +110.4% |
| 1Y | +103.0% | -38.8% | +141.8% | +102.7% |
| All | +135.3% | -25.4% | +160.8% | +113.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling