+368.5%
PSX vs QS
-74.8%
+443.3%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +22.4% |
| 3M | +46.5% | -28.7% | +75.1% | +48.1% |
| 6M | +62.0% | -23.2% | +85.2% | +62.6% |
| YTD | +106.3% | -49.9% | +156.2% | +111.0% |
| 1Y | +103.0% | -38.8% | +141.8% | +103.4% |
| 3Y | +135.5% | -24.0% | +159.6% | +123.1% |
| 5Y | +368.5% | -75.6% | +444.1% | +372.6% |
| All | +368.5% | -74.8% | +443.3% | +372.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling