-16.0%
PCG vs QSR
+23.8%
-39.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +5.5% | -4.6% | -0.3% |
| 7D | +1.9% | +5.2% | -3.3% | +0.8% |
| 30D | +8.5% | +12.2% | -3.7% | +5.8% |
| 3M | -22.9% | +7.0% | -29.9% | -23.8% |
| 6M | -16.8% | -0.3% | -16.4% | -17.4% |
| YTD | -15.8% | +18.0% | -33.8% | -17.7% |
| 1Y | -16.0% | +22.6% | -38.6% | -17.8% |
| All | -16.0% | +23.8% | -39.8% | -17.8% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 1y: compounded portfolio wealth divided by compounded QSR 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…
1y analysis · Full analysis span regression · 6 months rolling