+1,754.1%
QLD vs PFGC
+465.8%
+1,288.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.0% | +4.5% | +3.3% |
| 7D | -10.3% | +8.5% | -18.8% | -13.3% |
| 30D | -26.1% | +15.0% | -41.1% | -30.3% |
| 3M | -17.8% | -6.2% | -11.6% | -16.5% |
| 6M | -15.6% | +15.7% | -31.3% | -21.3% |
| YTD | +5.4% | +19.6% | -14.2% | -3.7% |
| 1Y | +5.2% | +13.2% | -8.0% | -2.1% |
| 3Y | +139.4% | +77.0% | +62.5% | +89.1% |
| 5Y | +66.7% | +121.5% | -54.8% | +22.8% |
| 10Y | +1,422.1% | +354.5% | +1,067.5% | +798.6% |
| All | +1,754.1% | +465.8% | +1,288.3% | +919.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling