-19.4%
PCG vs QLD
+134.4%
-153.8%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -12.7% | +11.5% | -0.2% |
| 7D | 0.0% | -18.6% | +18.6% | +1.7% |
| 30D | +5.8% | -28.3% | +34.1% | +8.7% |
| 3M | -22.8% | -20.4% | -2.4% | -21.4% |
| 6M | -18.4% | -14.3% | -4.1% | -18.1% |
| YTD | -16.9% | +2.8% | -19.6% | -18.6% |
| 1Y | -17.6% | -1.2% | -16.4% | -19.1% |
| All | -19.4% | +134.4% | -153.8% | -36.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling