-47.3%
QS vs PNR
+38.1%
-85.3%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -1.9% | -4.7% | -5.0% |
| 7D | -4.2% | -3.9% | -0.3% | -0.9% |
| 30D | -15.7% | -13.8% | -1.9% | -4.4% |
| 3M | -28.7% | -22.5% | -6.2% | -14.0% |
| 6M | -23.2% | -37.2% | +13.9% | +10.9% |
| YTD | -49.9% | -44.2% | -5.7% | -20.0% |
| 1Y | -38.8% | -46.6% | +7.8% | +2.0% |
| 3Y | -24.0% | -12.5% | -11.5% | -24.5% |
| 5Y | -75.6% | -19.3% | -56.2% | -77.9% |
| All | -47.3% | +38.1% | -85.3% | -47.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling