+2,521.4%
PWR vs QSR
+135.2%
+2,386.3%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.6% | +4.5% | +4.9% |
| 7D | +4.2% | -4.0% | +8.2% | +5.8% |
| 30D | -4.0% | +2.8% | -6.8% | -5.3% |
| 3M | -4.8% | +5.1% | -9.9% | -7.4% |
| 6M | +14.6% | +8.8% | +5.8% | +9.5% |
| YTD | +54.2% | +14.8% | +39.4% | +43.4% |
| 1Y | +67.1% | +25.7% | +41.4% | +48.8% |
| 3Y | +218.5% | +27.5% | +190.9% | +175.4% |
| 5Y | +466.3% | +41.3% | +425.0% | +361.9% |
| All | +2,521.4% | +135.2% | +2,386.3% | +1,549.5% |
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