-100.0%
QID vs PFG
+285.9%
-385.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.5% | +2.0% | -0.3% |
| 7D | -11.8% | +0.1% | -11.9% | -11.6% |
| 30D | +14.2% | +5.0% | +9.3% | +17.9% |
| 3M | +8.8% | +0.1% | +8.7% | +9.5% |
| 6M | +1.5% | +13.8% | -12.3% | +9.6% |
| YTD | -23.8% | +31.2% | -55.0% | -9.9% |
| 1Y | -22.0% | +37.1% | -59.1% | -5.4% |
| 3Y | -71.9% | +80.6% | -152.5% | -57.2% |
| 5Y | -77.6% | +93.7% | -171.3% | -60.1% |
| 10Y | -99.1% | +185.5% | -284.6% | -97.2% |
| All | -100.0% | +285.9% | -385.9% | -99.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling