+367.0%
PSX vs QSR
+40.6%
+326.4%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.7% |
| 7D | +1.5% | -4.7% | +6.2% | +2.7% |
| 30D | +15.8% | +4.3% | +11.5% | +14.5% |
| 3M | +43.0% | +5.4% | +37.6% | +40.7% |
| 6M | +61.1% | +8.2% | +52.9% | +57.0% |
| YTD | +104.5% | +14.1% | +90.4% | +96.2% |
| 1Y | +102.5% | +28.1% | +74.4% | +87.6% |
| 3Y | +133.5% | +25.3% | +108.2% | +113.5% |
| 5Y | +367.0% | +40.4% | +326.6% | +315.0% |
| All | +367.0% | +40.6% | +326.4% | +315.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling