+206.9%
PWR vs QS
-25.4%
+232.3%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -6.6% | +4.7% | -1.1% |
| 7D | +2.7% | -4.2% | +6.9% | +3.2% |
| 30D | -5.1% | -15.7% | +10.5% | -3.1% |
| 3M | -9.4% | -28.7% | +19.3% | -6.1% |
| 6M | +10.4% | -23.2% | +33.6% | +13.1% |
| YTD | +48.6% | -49.9% | +98.5% | +58.7% |
| 1Y | +68.0% | -38.8% | +106.8% | +74.4% |
| All | +206.9% | -25.4% | +232.3% | +190.6% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 3y: compounded portfolio wealth divided by compounded QS 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…
3y analysis · Full analysis span regression · 6 months rolling