+378.1%
PSX vs QSR
+135.2%
+242.9%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.6% | -0.2% | +0.1% |
| 7D | +1.7% | -4.0% | +5.7% | +3.6% |
| 30D | +15.6% | +2.8% | +12.9% | +14.0% |
| 3M | +46.5% | +5.1% | +41.4% | +42.3% |
| 6M | +55.0% | +8.8% | +46.2% | +47.3% |
| YTD | +105.3% | +14.8% | +90.5% | +89.7% |
| 1Y | +101.6% | +25.7% | +75.9% | +77.4% |
| 3Y | +134.1% | +27.5% | +106.6% | +98.6% |
| 5Y | +368.7% | +41.3% | +327.4% | +267.1% |
| All | +378.1% | +135.2% | +242.9% | +187.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling