-75.2%
PCG vs QID
-99.1%
+24.0%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.3% | +3.4% | +3.7% |
| 7D | +5.4% | -2.7% | +8.1% | +4.7% |
| 30D | -15.1% | +1.8% | -16.9% | -14.7% |
| 3M | -9.8% | -2.2% | -7.7% | -9.9% |
| 6M | -18.0% | -32.1% | +14.1% | -25.3% |
| YTD | -7.2% | -28.6% | +21.3% | -14.3% |
| 1Y | +2.9% | -36.3% | +39.2% | -7.6% |
| 3Y | -11.1% | -74.4% | +63.3% | -35.3% |
| 5Y | +61.8% | -80.8% | +142.6% | +19.9% |
| 10Y | -75.2% | -99.1% | +24.0% | -91.2% |
| All | -75.2% | -99.1% | +24.0% | -91.2% |
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