+96.9%
PSX vs QSR
+23.8%
+73.1%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +5.5% | -10.0% | -4.3% |
| 7D | -5.2% | +5.2% | -10.3% | -4.9% |
| 30D | -3.7% | +12.2% | -15.9% | -3.7% |
| 3M | +26.8% | +7.0% | +19.7% | +26.4% |
| 6M | +47.3% | -0.3% | +47.6% | +49.0% |
| YTD | +105.4% | +18.0% | +87.4% | +102.2% |
| 1Y | +96.9% | +22.6% | +74.3% | +93.1% |
| All | +96.9% | +23.8% | +73.1% | +93.1% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 QSR 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