-18.3%
PCG vs QID
-71.4%
+53.1%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.6% | -0.5% | +2.4% |
| 7D | +2.2% | -7.1% | +9.3% | +1.5% |
| 30D | +0.8% | +12.6% | -11.9% | +2.0% |
| 3M | -23.8% | +14.2% | -38.0% | -22.7% |
| 6M | -19.6% | +6.2% | -25.8% | -18.9% |
| YTD | -16.7% | -21.8% | +5.1% | -18.8% |
| 1Y | -19.4% | -23.1% | +3.8% | -21.6% |
| 3Y | -18.3% | -71.3% | +53.0% | -33.7% |
| All | -18.3% | -71.4% | +53.1% | -33.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling