-19.5%
PCG vs QLD
+1.8%
-21.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.5% | -4.5% | -1.9% |
| 7D | -1.6% | -10.3% | +8.7% | -1.8% |
| 30D | +1.4% | -26.1% | +27.5% | +0.4% |
| 3M | -23.4% | -17.8% | -5.6% | -23.6% |
| 6M | -19.4% | -15.6% | -3.8% | -19.7% |
| YTD | -18.5% | +5.4% | -23.9% | -20.3% |
| 1Y | -19.5% | +5.2% | -24.8% | -21.6% |
| All | -19.5% | +1.8% | -21.3% | -21.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling