+139.4%
QLD vs PFGC
+77.4%
+62.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.0% | +4.5% | +3.4% |
| 7D | -10.3% | +8.5% | -18.8% | -13.8% |
| 30D | -26.1% | +15.0% | -41.1% | -31.1% |
| 3M | -17.8% | -6.2% | -11.6% | -15.6% |
| 6M | -15.6% | +15.7% | -31.3% | -23.7% |
| YTD | +5.4% | +19.6% | -14.2% | -8.2% |
| 1Y | +5.2% | +13.2% | -8.0% | -5.4% |
| 3Y | +139.4% | +77.0% | +62.5% | +59.9% |
| All | +139.4% | +77.4% | +62.1% | +59.9% |
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