+285.5%
PFGC vs QSR
+135.2%
+150.3%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -1.0% | -0.9% |
| 7D | -4.8% | -4.0% | -0.8% | -1.7% |
| 30D | -12.5% | +2.8% | -15.3% | -14.5% |
| 3M | -9.7% | +5.1% | -14.8% | -13.9% |
| 6M | +7.0% | +8.8% | -1.8% | -1.8% |
| YTD | +4.5% | +14.8% | -10.4% | -9.5% |
| 1Y | -11.6% | +25.7% | -37.3% | -29.6% |
| 3Y | +58.5% | +27.5% | +31.0% | +16.9% |
| 5Y | +112.6% | +41.3% | +71.3% | +39.8% |
| All | +285.5% | +135.2% | +150.3% | +83.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling