-80.8%
QID vs PFG
+109.8%
-190.6%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.4% | -0.3% |
| 7D | -1.9% | +3.2% | -5.1% | +1.0% |
| 30D | +1.7% | +0.9% | +0.8% | +2.8% |
| 3M | -3.9% | +7.7% | -11.6% | +2.5% |
| 6M | -30.0% | +29.0% | -58.9% | -11.2% |
| YTD | -28.2% | +32.5% | -60.7% | -6.2% |
| 1Y | -35.6% | +47.3% | -83.0% | -6.5% |
| 3Y | -74.3% | +68.2% | -142.5% | -52.3% |
| 5Y | -80.8% | +108.5% | -189.3% | -48.0% |
| All | -80.8% | +109.8% | -190.6% | -48.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling