+2,168.1%
QLD vs PFGC
+419.1%
+1,749.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.9% | +0.5% |
| 7D | +0.6% | -2.2% | +2.8% | +1.4% |
| 30D | -0.1% | -11.9% | +11.8% | +4.4% |
| 3M | -8.4% | +5.0% | -13.4% | -10.8% |
| 6M | +32.2% | +8.6% | +23.6% | +27.0% |
| YTD | +28.9% | +9.7% | +19.2% | +22.5% |
| 1Y | +43.8% | -6.3% | +50.1% | +44.5% |
| 3Y | +176.6% | +58.2% | +118.4% | +129.1% |
| 5Y | +121.6% | +110.4% | +11.1% | +67.6% |
| 10Y | +1,652.9% | +272.8% | +1,380.2% | +1,013.7% |
| All | +2,168.1% | +419.1% | +1,749.0% | +1,196.1% |
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