-99.1%
QID vs PFG
+184.0%
-283.0%
-99.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.5% | +2.1% | +3.0% |
| 7D | -7.1% | +2.4% | -9.5% | -5.4% |
| 30D | +12.6% | +5.9% | +6.8% | +18.0% |
| 3M | +14.2% | -0.4% | +14.7% | +14.6% |
| 6M | +6.2% | +14.8% | -8.7% | +17.9% |
| YTD | -21.8% | +31.9% | -53.7% | -2.7% |
| 1Y | -23.1% | +38.8% | -61.9% | -0.5% |
| 3Y | -71.3% | +82.4% | -153.7% | -50.3% |
| 5Y | -77.0% | +94.7% | -171.7% | -52.2% |
| All | -99.1% | +184.0% | -283.0% | -96.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 PFG 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