-76.7%
PCG vs QID
-99.0%
+22.4%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -6.8% | +8.2% | -0.4% |
| 7D | -1.1% | -0.8% | -0.3% | -1.0% |
| 30D | +0.1% | +20.1% | -20.0% | +5.2% |
| 3M | -24.4% | +11.8% | -36.3% | -21.9% |
| 6M | -17.7% | +5.5% | -23.2% | -15.7% |
| YTD | -17.4% | -21.5% | +4.1% | -21.4% |
| 1Y | -19.4% | -22.6% | +3.3% | -23.5% |
| 3Y | -18.6% | -72.3% | +53.7% | -39.5% |
| 5Y | +10.2% | -76.9% | +87.1% | -13.5% |
| 10Y | -76.7% | -99.0% | +22.3% | -91.1% |
| All | -76.7% | -99.0% | +22.4% | -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