+415.6%
PSX vs QS
-44.4%
+460.0%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.4% | +0.2% |
| 7D | +4.5% | -2.3% | +6.9% | +4.6% |
| 30D | +26.6% | -0.7% | +27.3% | +26.6% |
| 3M | +39.3% | -39.6% | +78.9% | +41.1% |
| 6M | +56.8% | -21.7% | +78.5% | +57.2% |
| YTD | +101.8% | -47.4% | +149.2% | +104.8% |
| 1Y | +99.6% | -28.4% | +128.0% | +98.9% |
| 3Y | +140.3% | -22.6% | +162.9% | +132.9% |
| 5Y | +339.3% | -75.6% | +414.9% | +331.0% |
| All | +415.6% | -44.4% | +460.0% | +392.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling