-73.7%
QID vs PFGC
+61.7%
-135.4%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.7% | -0.1% |
| 7D | -1.9% | -3.7% | +1.8% | -3.7% |
| 30D | +1.7% | -16.0% | +17.7% | -6.8% |
| 3M | -3.9% | -4.1% | +0.2% | -5.2% |
| 6M | -30.0% | +8.7% | -38.7% | -25.0% |
| YTD | -28.2% | +6.4% | -34.6% | -23.5% |
| 1Y | -35.6% | -8.4% | -27.3% | -38.3% |
| All | -73.7% | +61.7% | -135.4% | -60.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling