+9.0%
PCG vs QSR
+58.9%
-49.9%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.5% | +0.6% |
| 7D | -0.5% | +4.5% | -4.9% | -2.0% |
| 30D | +0.8% | +9.4% | -8.7% | -2.5% |
| 3M | -22.0% | +7.5% | -29.5% | -24.1% |
| 6M | -17.1% | -0.8% | -16.3% | -17.1% |
| YTD | -16.9% | +16.9% | -33.7% | -22.0% |
| 1Y | -19.1% | +16.3% | -35.3% | -24.0% |
| 3Y | -19.4% | +25.3% | -44.7% | -28.1% |
| 5Y | +9.0% | +60.4% | -51.4% | -18.0% |
| All | +9.0% | +58.9% | -49.9% | -18.0% |
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