+1,450.1%
QLD vs PFGC
+366.4%
+1,083.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -0.9% |
| 7D | -3.8% | +15.0% | -18.8% | -8.9% |
| 30D | -20.5% | +17.0% | -37.5% | -25.5% |
| 3M | -14.6% | -2.5% | -12.2% | -14.6% |
| 6M | -14.7% | +19.2% | -33.9% | -21.3% |
| YTD | +11.2% | +23.4% | -12.3% | +0.4% |
| 1Y | +7.1% | +13.9% | -6.8% | -0.4% |
| 3Y | +141.1% | +82.0% | +59.1% | +88.2% |
| 5Y | +84.3% | +128.7% | -44.4% | +34.1% |
| 10Y | +1,450.1% | +361.5% | +1,088.5% | +877.3% |
| All | +1,450.1% | +366.4% | +1,083.7% | +877.3% |
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