-99.1%
QID vs PFGC
+351.0%
-450.1%
-99.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.1% | +1.5% | +3.0% |
| 7D | -7.1% | +3.4% | -10.6% | -5.9% |
| 30D | +12.6% | +16.9% | -4.3% | +19.7% |
| 3M | +14.2% | +6.4% | +7.8% | +17.4% |
| 6M | +6.2% | +16.0% | -9.8% | +12.7% |
| YTD | -21.8% | +23.6% | -45.4% | -13.9% |
| 1Y | -23.1% | +16.6% | -39.7% | -17.3% |
| 3Y | -71.3% | +82.3% | -153.6% | -61.6% |
| 5Y | -77.0% | +138.7% | -215.7% | -62.4% |
| All | -99.1% | +351.0% | -450.1% | -97.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 PFGC 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