-40.3%
QS vs PNR
-47.6%
+7.2%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.3% | +2.2% | +2.0% |
| 7D | -3.6% | -6.0% | +2.4% | -1.9% |
| 30D | -17.2% | -14.0% | -3.3% | -13.7% |
| 3M | -27.0% | -21.7% | -5.3% | -22.6% |
| 6M | -24.6% | -37.3% | +12.7% | -12.8% |
| YTD | -49.3% | -45.1% | -4.2% | -38.5% |
| 1Y | -40.3% | -49.1% | +8.8% | -19.5% |
| All | -40.3% | -47.6% | +7.2% | -19.5% |
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