+59.2%
PFGC vs QSR
+25.0%
+34.2%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.7% | -0.7% | -1.2% |
| 7D | -4.8% | -4.7% | -0.1% | -3.8% |
| 30D | -17.2% | +4.3% | -21.5% | -18.0% |
| 3M | -6.3% | +5.4% | -11.8% | -7.5% |
| 6M | +8.8% | +8.2% | +0.7% | +6.4% |
| YTD | +4.9% | +14.1% | -9.2% | +0.8% |
| 1Y | -9.5% | +28.1% | -37.6% | -16.3% |
| All | +59.2% | +25.0% | +34.2% | +38.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling