-44.3%
PCG vs QID
-100.0%
+55.7%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.4% | +2.8% | +2.4% |
| 7D | -13.9% | -0.6% | -13.2% | -14.0% |
| 30D | -16.9% | 0.0% | -16.9% | -16.8% |
| 3M | -14.7% | +3.7% | -18.5% | -13.6% |
| 6M | -23.8% | -29.9% | +6.0% | -29.6% |
| YTD | -10.5% | -28.8% | +18.3% | -16.9% |
| 1Y | -5.1% | -37.2% | +32.1% | -14.4% |
| 3Y | -11.6% | -73.7% | +62.1% | -33.2% |
| 5Y | +59.0% | -80.7% | +139.8% | +21.0% |
| 10Y | -75.7% | -99.1% | +23.4% | -89.9% |
| All | -44.3% | -100.0% | +55.7% | -88.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling