+116.1%
PG vs QID
-99.2%
+215.3%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.8% | +3.4% | +1.4% |
| 7D | -0.8% | +1.3% | -2.1% | -0.6% |
| 30D | +0.8% | +2.9% | -2.1% | +1.3% |
| 3M | -1.3% | -0.7% | -0.6% | -1.2% |
| 6M | -3.8% | -29.7% | +25.9% | -8.2% |
| YTD | +3.6% | -27.9% | +31.5% | -0.7% |
| 1Y | -5.7% | -34.6% | +28.8% | -10.9% |
| 3Y | +1.6% | -73.5% | +75.1% | -15.7% |
| 5Y | +14.6% | -81.0% | +95.6% | -5.2% |
| All | +116.1% | -99.2% | +215.3% | +1.5% |
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