-69.7%
PCG vs QSR
+218.5%
-288.2%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.1% | +2.5% | +2.5% |
| 7D | -13.9% | +2.4% | -16.3% | -14.7% |
| 30D | -16.9% | +7.6% | -24.5% | -19.4% |
| 3M | -14.7% | +12.6% | -27.4% | -19.1% |
| 6M | -23.8% | +14.4% | -38.2% | -28.5% |
| YTD | -10.5% | +19.6% | -30.1% | -17.9% |
| 1Y | -5.1% | +33.9% | -39.0% | -17.4% |
| 3Y | -11.6% | +27.1% | -38.7% | -22.9% |
| 5Y | +59.0% | +48.5% | +10.5% | +27.1% |
| 10Y | -75.7% | +126.2% | -201.9% | -84.0% |
| All | -69.7% | +218.5% | -288.2% | -80.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling