-75.5%
QS vs PNR
-21.5%
-54.0%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.4% | +0.6% | +0.5% |
| 7D | -5.0% | -5.5% | +0.5% | +0.2% |
| 30D | -18.3% | -15.6% | -2.7% | -4.5% |
| 3M | -26.0% | -20.2% | -5.8% | -12.2% |
| 6M | -24.0% | -36.6% | +12.6% | +12.4% |
| YTD | -50.3% | -45.0% | -5.3% | -15.9% |
| 1Y | -38.0% | -47.4% | +9.5% | +10.1% |
| 3Y | -24.6% | -13.7% | -10.9% | -28.1% |
| All | -75.5% | -21.5% | -54.0% | -77.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling