-7.1%
PCG vs QSR
+28.0%
-35.1%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.5% | -0.9% |
| 7D | +0.5% | -4.7% | +5.2% | +1.8% |
| 30D | -18.9% | +4.3% | -23.2% | -19.7% |
| 3M | -15.8% | +5.4% | -21.3% | -16.9% |
| 6M | -22.6% | +8.2% | -30.7% | -23.8% |
| YTD | -12.2% | +14.1% | -26.3% | -15.2% |
| 1Y | -7.1% | +28.1% | -35.2% | -15.2% |
| All | -7.1% | +28.0% | -35.1% | -15.2% |
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