-76.0%
PCG vs QSR
+137.6%
-213.6%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.1% | +2.3% | +2.2% |
| 7D | +2.2% | -2.9% | +5.1% | +3.7% |
| 30D | +0.8% | +4.1% | -3.4% | -1.4% |
| 3M | -23.8% | -0.7% | -23.1% | -23.8% |
| 6M | -19.6% | +0.4% | -20.1% | -20.3% |
| YTD | -16.7% | +13.5% | -30.3% | -23.0% |
| 1Y | -19.4% | +11.0% | -30.4% | -24.7% |
| 3Y | -18.3% | +22.0% | -40.3% | -29.2% |
| 5Y | +10.4% | +57.1% | -46.6% | -18.6% |
| All | -76.0% | +137.6% | -213.6% | -85.4% |
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