-46.7%
QS vs PNR
+35.8%
-82.5%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.3% | +2.2% | +2.2% |
| 7D | -3.6% | -6.0% | +2.4% | +1.6% |
| 30D | -17.2% | -14.0% | -3.3% | -6.0% |
| 3M | -27.0% | -21.7% | -5.3% | -13.0% |
| 6M | -24.6% | -37.3% | +12.7% | +9.1% |
| YTD | -49.3% | -45.1% | -4.2% | -17.9% |
| 1Y | -40.3% | -49.1% | +8.8% | +3.9% |
| 3Y | -23.8% | -14.8% | -9.0% | -22.4% |
| 5Y | -75.0% | -21.0% | -53.9% | -76.9% |
| All | -46.7% | +35.8% | -82.5% | -46.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling