-13.8%
PCG vs QS
-19.4%
+5.6%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.6% | +1.9% | +2.4% |
| 7D | -13.9% | -2.3% | -11.5% | -13.8% |
| 30D | -16.9% | -0.7% | -16.1% | -16.9% |
| 3M | -14.7% | -39.6% | +24.9% | -14.1% |
| 6M | -23.8% | -21.7% | -2.1% | -23.7% |
| YTD | -10.5% | -47.4% | +36.9% | -9.7% |
| 1Y | -5.1% | -28.4% | +23.3% | -5.2% |
| All | -13.8% | -19.4% | +5.6% | -16.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling