-71.3%
QS vs PSLV
+7.9%
-79.2%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +6.0% | +1.5% | +5.0% |
| 7D | +4.5% | -2.6% | +7.1% | +5.6% |
| 30D | -4.1% | -14.2% | +10.0% | +2.1% |
| 3M | -22.1% | -12.2% | -9.9% | -18.0% |
| 6M | -38.4% | -28.1% | -10.3% | -29.7% |
| YTD | -57.5% | -28.2% | -29.3% | -50.1% |
| 1Y | -71.3% | +9.1% | -80.4% | -71.9% |
| All | -71.3% | +7.9% | -79.2% | -71.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 PSLV 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