+348.1%
PG vs QID
-100.0%
+448.1%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.3% | -2.1% | +0.7% |
| 7D | -2.7% | +2.7% | -5.4% | -2.2% |
| 30D | -1.5% | +3.3% | -4.9% | -0.9% |
| 3M | -3.4% | -5.5% | +2.2% | -4.1% |
| 6M | -7.0% | -28.4% | +21.4% | -12.1% |
| YTD | +2.0% | -26.6% | +28.5% | -3.1% |
| 1Y | -6.5% | -34.1% | +27.7% | -12.9% |
| 3Y | +1.2% | -73.7% | +74.9% | -19.6% |
| 5Y | +12.8% | -80.7% | +93.5% | -10.5% |
| 10Y | +117.7% | -99.1% | +216.8% | -4.5% |
| All | +348.1% | -100.0% | +448.1% | -3.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling