-71.3%
QS vs PNR
-31.2%
-40.1%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +3.3% | +4.2% | +6.5% |
| 7D | +4.5% | +11.9% | -7.4% | +0.8% |
| 30D | -4.1% | +37.1% | -41.3% | -13.0% |
| 3M | -22.1% | +5.7% | -27.8% | -25.1% |
| 6M | -38.4% | -5.7% | -32.7% | -39.0% |
| YTD | -57.5% | -29.8% | -27.7% | -54.6% |
| 1Y | -71.3% | -31.8% | -39.5% | -68.5% |
| All | -71.3% | -31.2% | -40.1% | -68.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 1y: compounded portfolio wealth divided by compounded PNR 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…
1y analysis · Full analysis span regression · 6 months rolling