-76.5%
PCG vs QID
-99.1%
+22.6%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.5% | -1.5% | -0.9% |
| 7D | -2.0% | -11.8% | +9.8% | -4.9% |
| 30D | -2.7% | +14.2% | -16.9% | +1.0% |
| 3M | -25.1% | +8.8% | -33.8% | -23.0% |
| 6M | -22.3% | +1.5% | -23.8% | -21.2% |
| YTD | -18.5% | -23.8% | +5.3% | -23.0% |
| 1Y | -21.8% | -22.0% | +0.2% | -25.6% |
| 3Y | -21.0% | -71.9% | +50.9% | -40.9% |
| 5Y | +8.1% | -77.6% | +85.7% | -15.8% |
| All | -76.5% | -99.1% | +22.6% | -91.1% |
Cumulative growth
Daily Returns
Daily percentage return beside QID.
Daily Out/Under-Performance
Portfolio return minus QID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QID 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 QID 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