-80.8%
QID vs PFGC
+111.7%
-192.5%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.7% | -0.3% |
| 7D | -1.9% | -3.7% | +1.8% | -4.3% |
| 30D | +1.7% | -16.0% | +17.7% | -9.1% |
| 3M | -3.9% | -4.1% | +0.2% | -6.3% |
| 6M | -30.0% | +8.7% | -38.7% | -24.8% |
| YTD | -28.2% | +6.4% | -34.6% | -23.6% |
| 1Y | -35.6% | -8.4% | -27.3% | -38.7% |
| 3Y | -74.3% | +61.8% | -136.0% | -58.9% |
| 5Y | -80.8% | +108.7% | -189.5% | -56.0% |
| All | -80.8% | +111.7% | -192.5% | -56.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling