+48.5%
PFE vs QID
-99.1%
+147.6%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.5% | -2.6% | -2.0% |
| 7D | -2.1% | -11.8% | +9.7% | -4.0% |
| 30D | +3.1% | +14.2% | -11.1% | +5.6% |
| 3M | +11.2% | +8.8% | +2.4% | +13.1% |
| 6M | +15.0% | +1.5% | +13.6% | +16.1% |
| YTD | +23.5% | -23.8% | +47.3% | +19.2% |
| 1Y | +18.9% | -22.0% | +40.9% | +15.3% |
| 3Y | +18.7% | -71.9% | +90.6% | -1.6% |
| 5Y | -24.0% | -77.6% | +53.5% | -35.8% |
| All | +48.5% | -99.1% | +147.6% | -30.1% |
Cumulative growth
Daily Returns
Daily percentage return beside QID.
Daily Out/Under-Performance
Portfolio return minus QID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QID 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 10y: compounded portfolio wealth divided by compounded QID 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…
10y analysis · Full analysis span regression · 6 months rolling