+1,502.1%
QLD vs PFGC
+351.0%
+1,151.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.1% | -3.6% | -2.9% |
| 7D | +7.0% | +3.4% | +3.6% | +5.7% |
| 30D | -14.3% | +16.9% | -31.2% | -19.6% |
| 3M | -16.0% | +6.4% | -22.4% | -18.5% |
| 6M | -14.2% | +16.0% | -30.2% | -20.1% |
| YTD | +12.8% | +23.6% | -10.9% | +1.8% |
| 1Y | +14.1% | +16.6% | -2.5% | +5.1% |
| 3Y | +146.0% | +82.3% | +63.7% | +91.9% |
| 5Y | +82.0% | +138.7% | -56.7% | +30.8% |
| All | +1,502.1% | +351.0% | +1,151.2% | +912.7% |
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