+64.4%
PCG vs QS
-43.2%
+107.7%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.0% | +1.6% | +3.6% |
| 7D | +5.4% | +2.2% | +3.2% | +5.3% |
| 30D | -15.1% | -8.1% | -7.1% | -14.9% |
| 3M | -9.8% | -27.0% | +17.2% | -9.1% |
| 6M | -18.0% | -16.4% | -1.6% | -17.9% |
| YTD | -7.2% | -46.4% | +39.1% | -5.9% |
| 1Y | +2.9% | -41.1% | +44.0% | +3.5% |
| 3Y | -11.1% | -18.6% | +7.5% | -14.0% |
| 5Y | +61.8% | -73.0% | +134.8% | +58.3% |
| All | +64.4% | -43.2% | +107.7% | +62.5% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 QS 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