+82.1%
QLD vs PFGC
+138.1%
-56.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.1% | -3.6% | -3.2% |
| 7D | +7.0% | +3.4% | +3.6% | +4.8% |
| 30D | -14.3% | +16.9% | -31.2% | -23.5% |
| 3M | -16.0% | +6.4% | -22.4% | -20.4% |
| 6M | -14.2% | +16.0% | -30.2% | -24.9% |
| YTD | +12.8% | +23.6% | -10.9% | -7.6% |
| 1Y | +14.1% | +16.6% | -2.5% | -2.7% |
| 3Y | +146.0% | +82.3% | +63.7% | +43.8% |
| All | +82.1% | +138.1% | -56.0% | -15.2% |
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