-100.0%
QID vs PFG
+298.6%
-398.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.2% | -1.2% |
| 7D | -0.6% | +5.5% | -6.2% | +2.6% |
| 30D | 0.0% | +2.4% | -2.4% | +1.5% |
| 3M | +3.7% | +13.6% | -9.9% | +11.3% |
| 6M | -29.9% | +27.9% | -57.7% | -19.0% |
| YTD | -28.8% | +35.6% | -64.3% | -14.7% |
| 1Y | -37.2% | +48.5% | -85.6% | -20.4% |
| 3Y | -73.7% | +66.9% | -140.6% | -61.6% |
| 5Y | -80.7% | +111.0% | -191.7% | -64.1% |
| 10Y | -99.1% | +244.5% | -343.6% | -97.1% |
| All | -100.0% | +298.6% | -398.6% | -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