+58.7%
PCG vs QS
-44.4%
+103.0%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -13.5% |
| 6M | -23.8% | -21.7% | -2.1% | -23.5% |
| YTD | -10.5% | -47.4% | +36.9% | -9.1% |
| 1Y | -5.1% | -28.4% | +23.3% | -5.3% |
| 3Y | -11.6% | -22.6% | +11.0% | -14.3% |
| 5Y | +59.0% | -75.6% | +134.6% | +55.9% |
| All | +58.7% | -44.4% | +103.0% | +56.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling