-47.7%
QS vs PSLV
+113.4%
-161.1%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -5.3% | +4.5% | +1.1% |
| 7D | -5.0% | -4.9% | -0.1% | -3.4% |
| 30D | -18.3% | -1.9% | -16.4% | -17.8% |
| 3M | -26.0% | +4.2% | -30.2% | -27.2% |
| 6M | -24.0% | -27.6% | +3.5% | -16.1% |
| YTD | -50.3% | -11.7% | -38.6% | -49.1% |
| 1Y | -38.0% | +49.3% | -87.3% | -46.1% |
| 3Y | -24.6% | +167.1% | -191.7% | -41.9% |
| 5Y | -75.4% | +151.7% | -227.1% | -82.0% |
| All | -47.7% | +113.4% | -161.1% | -63.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling