+492.3%
PSX vs QSR
+211.0%
+281.4%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.4% | +4.0% | +2.6% |
| 7D | +2.8% | +0.1% | +2.8% | +2.7% |
| 30D | +27.8% | +5.9% | +21.8% | +24.3% |
| 3M | +42.0% | +10.5% | +31.6% | +35.2% |
| 6M | +58.1% | +7.7% | +50.4% | +51.5% |
| YTD | +105.0% | +16.8% | +88.2% | +88.9% |
| 1Y | +104.9% | +30.9% | +74.0% | +78.5% |
| 3Y | +134.1% | +28.2% | +105.9% | +100.7% |
| 5Y | +363.8% | +45.0% | +318.9% | +266.1% |
| 10Y | +370.1% | +127.3% | +242.8% | +189.6% |
| All | +492.3% | +211.0% | +281.4% | +220.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling