-76.0%
PCG vs QLD
+1,646.9%
-1,722.9%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.3% | +2.1% | +2.4% |
| 7D | -13.9% | +0.6% | -14.4% | -14.0% |
| 30D | -16.9% | -0.1% | -16.7% | -16.9% |
| 3M | -14.7% | -8.4% | -6.4% | -13.8% |
| 6M | -23.8% | +32.2% | -56.0% | -30.5% |
| YTD | -10.5% | +28.9% | -39.4% | -18.1% |
| 1Y | -5.1% | +43.8% | -48.9% | -16.2% |
| 3Y | -11.6% | +176.6% | -188.2% | -38.5% |
| 5Y | +59.0% | +121.6% | -62.6% | +11.3% |
| All | -76.0% | +1,646.9% | -1,722.9% | -91.8% |
Cumulative growth
Daily Returns
Daily percentage return beside QLD.
Daily Out/Under-Performance
Portfolio return minus QLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QLD 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 QLD 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