+7,256.1%
QLD vs PFG
+297.7%
+6,958.4%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | -3.8% | -8.9% | -10.6% |
| 7D | -18.6% | -0.7% | -17.8% | -18.0% |
| 30D | -28.3% | +2.8% | -31.1% | -29.3% |
| 3M | -20.4% | -1.0% | -19.4% | -20.2% |
| 6M | -14.3% | +13.6% | -27.9% | -21.0% |
| YTD | +2.8% | +31.1% | -28.3% | -12.7% |
| 1Y | -1.2% | +43.8% | -45.0% | -20.4% |
| 3Y | +135.3% | +75.0% | +60.3% | +71.0% |
| 5Y | +62.6% | +95.2% | -32.7% | +14.0% |
| 10Y | +1,384.3% | +207.5% | +1,176.8% | +680.6% |
| All | +7,256.1% | +297.7% | +6,958.4% | +2,422.2% |
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