-71.8%
PCG vs QSR
+202.3%
-274.1%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.1% | +2.3% | +2.2% |
| 7D | +2.2% | -2.9% | +5.1% | +3.5% |
| 30D | +0.8% | +4.1% | -3.4% | -1.2% |
| 3M | -23.8% | -0.7% | -23.1% | -23.8% |
| 6M | -19.6% | +0.4% | -20.1% | -20.2% |
| YTD | -16.7% | +13.5% | -30.3% | -22.1% |
| 1Y | -19.4% | +11.0% | -30.4% | -24.0% |
| 3Y | -18.3% | +22.0% | -40.3% | -27.5% |
| 5Y | +10.4% | +57.1% | -46.6% | -14.3% |
| 10Y | -76.1% | +138.3% | -214.4% | -84.2% |
| All | -71.8% | +202.3% | -274.1% | -81.9% |
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