+2,393.1%
PWR vs QID
-99.1%
+2,492.2%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.3% | -3.6% | -0.4% |
| 7D | -0.2% | +2.7% | -3.0% | +0.9% |
| 30D | -7.7% | +3.3% | -11.1% | -6.3% |
| 3M | -4.9% | -5.5% | +0.6% | -5.1% |
| 6M | +9.7% | -28.4% | +38.1% | -0.3% |
| YTD | +46.7% | -26.6% | +73.2% | +35.4% |
| 1Y | +58.7% | -34.1% | +92.8% | +42.3% |
| 3Y | +200.7% | -73.7% | +274.4% | +114.8% |
| 5Y | +438.6% | -80.7% | +519.2% | +293.8% |
| All | +2,393.1% | -99.1% | +2,492.2% | +672.9% |
Cumulative growth
Daily Returns
Daily percentage return beside QID.
Daily Out/Under-Performance
Portfolio return minus QID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QID 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 QID 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