-71.8%
PCG vs QSR
+211.2%
-283.0%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.5% | +0.6% |
| 7D | -0.5% | +4.5% | -4.9% | -2.4% |
| 30D | +0.8% | +9.4% | -8.7% | -3.2% |
| 3M | -22.0% | +7.5% | -29.5% | -24.7% |
| 6M | -17.1% | -0.8% | -16.3% | -17.2% |
| YTD | -16.9% | +16.9% | -33.7% | -23.2% |
| 1Y | -19.1% | +16.3% | -35.3% | -25.2% |
| 3Y | -19.4% | +25.3% | -44.7% | -29.4% |
| 5Y | +9.0% | +60.4% | -51.4% | -16.1% |
| 10Y | -76.2% | +139.2% | -215.4% | -84.3% |
| All | -71.8% | +211.2% | -283.0% | -82.1% |
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