-99.1%
QID vs PFGC
+294.6%
-393.7%
-99.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.3% | +3.7% | +1.8% |
| 7D | +2.7% | -4.8% | +7.6% | +0.9% |
| 30D | +3.3% | -17.2% | +20.5% | -3.7% |
| 3M | -5.5% | -6.3% | +0.8% | -7.7% |
| 6M | -28.4% | +8.8% | -37.2% | -25.4% |
| YTD | -26.6% | +4.9% | -31.5% | -24.2% |
| 1Y | -34.1% | -9.5% | -24.6% | -35.7% |
| 3Y | -73.7% | +59.6% | -133.3% | -66.4% |
| 5Y | -80.7% | +113.5% | -194.2% | -69.8% |
| All | -99.1% | +294.6% | -393.7% | -98.1% |
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