+25.6%
QQQ vs PCG
-6.6%
+32.2%
-12.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.4% | -2.3% | +0.2% |
| 7D | +0.4% | -13.9% | +14.2% | 0.0% |
| 30D | +0.2% | -16.9% | +17.1% | -0.2% |
| 3M | -2.8% | -14.7% | +11.9% | -3.0% |
| 6M | +18.0% | -23.8% | +41.8% | +17.6% |
| YTD | +17.3% | -10.5% | +27.8% | +18.2% |
| 1Y | +25.6% | -5.1% | +30.7% | +27.3% |
| All | +25.6% | -6.6% | +32.2% | +27.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PCG.
Daily Out/Under-Performance
Portfolio return minus PCG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCG 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 1y: compounded portfolio wealth divided by compounded PCG 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…
1y analysis · Full analysis span regression · 6 months rolling