+113.5%
PFGC vs QSR
+40.6%
+72.9%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.7% | -0.7% | -1.0% |
| 7D | -4.8% | -4.7% | -0.1% | -2.7% |
| 30D | -17.2% | +4.3% | -21.5% | -18.9% |
| 3M | -6.3% | +5.4% | -11.8% | -8.9% |
| 6M | +8.8% | +8.2% | +0.7% | +3.7% |
| YTD | +4.9% | +14.1% | -9.2% | -3.5% |
| 1Y | -9.5% | +28.1% | -37.6% | -22.5% |
| 3Y | +59.6% | +25.3% | +34.3% | +30.7% |
| 5Y | +113.5% | +40.4% | +73.1% | +46.4% |
| All | +113.5% | +40.6% | +72.9% | +46.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling