-46.7%
PCG vs QLD
+7,183.5%
-7,230.2%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -12.7% | +11.5% | +1.8% |
| 7D | 0.0% | -18.6% | +18.6% | +4.7% |
| 30D | +5.8% | -28.3% | +34.1% | +14.1% |
| 3M | -22.8% | -20.4% | -2.4% | -18.9% |
| 6M | -18.4% | -14.3% | -4.1% | -16.9% |
| YTD | -16.9% | +2.8% | -19.6% | -19.6% |
| 1Y | -17.6% | -1.2% | -16.4% | -19.8% |
| 3Y | -20.0% | +135.3% | -155.3% | -40.2% |
| 5Y | +16.0% | +62.6% | -46.5% | -9.9% |
| 10Y | -76.7% | +1,384.3% | -1,461.0% | -90.4% |
| All | -46.7% | +7,183.5% | -7,230.2% | -87.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling