+35.3%
PFE vs QID
-99.1%
+134.4%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.3% | -2.6% | -2.3% |
| 7D | -2.7% | -2.7% | +0.1% | -3.1% |
| 30D | +3.8% | +1.8% | +2.1% | +4.2% |
| 3M | +10.4% | -2.2% | +12.5% | +10.3% |
| 6M | +6.3% | -32.1% | +38.4% | +0.1% |
| YTD | +17.4% | -28.6% | +45.9% | +11.7% |
| 1Y | +21.1% | -36.3% | +57.5% | +13.3% |
| 3Y | -1.6% | -74.4% | +72.8% | -19.8% |
| 5Y | -22.2% | -80.8% | +58.6% | -36.4% |
| All | +35.3% | -99.1% | +134.4% | -42.3% |
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