-23.1%
QID vs PFG
+37.6%
-60.7%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.5% | +2.1% | +2.8% |
| 7D | -7.1% | +2.4% | -9.5% | -6.2% |
| 30D | +12.6% | +5.9% | +6.8% | +14.3% |
| 3M | +14.2% | -0.4% | +14.7% | +14.3% |
| 6M | +6.2% | +14.8% | -8.7% | +13.9% |
| YTD | -21.8% | +31.9% | -53.7% | -8.0% |
| 1Y | -23.1% | +38.8% | -61.9% | -6.8% |
| All | -23.1% | +37.6% | -60.7% | -6.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling