+99.6%
PSX vs QSR
+33.2%
+66.4%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.2% |
| 7D | +4.5% | +2.4% | +2.1% | +4.3% |
| 30D | +26.6% | +7.6% | +19.0% | +25.7% |
| 3M | +39.3% | +12.6% | +26.6% | +37.5% |
| 6M | +56.8% | +14.4% | +42.4% | +54.8% |
| YTD | +101.8% | +19.6% | +82.2% | +98.1% |
| 1Y | +99.6% | +33.9% | +65.7% | +93.4% |
| All | +99.6% | +33.2% | +66.4% | +93.4% |
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