+54.2%
PCG vs QSR
+43.4%
+10.8%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.6% | -2.6% | -3.7% |
| 7D | +6.5% | -2.4% | +8.8% | +7.3% |
| 30D | -16.7% | +5.7% | -22.4% | -18.3% |
| 3M | -14.2% | +6.9% | -21.1% | -16.2% |
| 6M | -21.5% | +6.9% | -28.3% | -23.5% |
| YTD | -11.2% | +14.9% | -26.1% | -16.0% |
| 1Y | -4.2% | +29.1% | -33.3% | -13.5% |
| 3Y | -14.9% | +26.1% | -41.0% | -24.2% |
| 5Y | +54.2% | +42.3% | +11.9% | +27.7% |
| All | +54.2% | +43.4% | +10.8% | +27.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling