-46.7%
QS vs PSLV
+114.0%
-160.7%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.3% | +1.6% | +1.8% |
| 7D | -3.6% | -3.5% | -0.2% | -2.6% |
| 30D | -17.2% | -2.1% | -15.1% | -16.7% |
| 3M | -27.0% | -1.6% | -25.3% | -26.8% |
| 6M | -24.6% | -25.5% | +0.9% | -17.3% |
| YTD | -49.3% | -11.4% | -37.9% | -48.2% |
| 1Y | -40.3% | +48.6% | -88.9% | -48.1% |
| 3Y | -23.8% | +166.9% | -190.7% | -41.4% |
| 5Y | -75.0% | +152.4% | -227.4% | -81.7% |
| All | -46.7% | +114.0% | -160.7% | -63.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling