-75.9%
PCG vs QSR
+133.7%
-209.6%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.5% | -0.8% |
| 7D | +0.5% | -4.7% | +5.2% | +2.8% |
| 30D | -18.9% | +4.3% | -23.2% | -20.6% |
| 3M | -15.8% | +5.4% | -21.3% | -18.2% |
| 6M | -22.6% | +8.2% | -30.7% | -25.9% |
| YTD | -12.2% | +14.1% | -26.3% | -18.6% |
| 1Y | -7.1% | +28.1% | -35.2% | -19.0% |
| 3Y | -15.8% | +25.3% | -41.1% | -27.8% |
| 5Y | +53.3% | +40.4% | +12.9% | +21.1% |
| All | -75.9% | +133.7% | -209.6% | -85.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling