+24.0%
QQQ vs PCG
-1.5%
+25.5%
-12.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.3% | +4.0% | -0.4% |
| 7D | +1.0% | +6.5% | -5.5% | +1.2% |
| 30D | -0.6% | -16.7% | +16.1% | -1.0% |
| 3M | +1.3% | -14.2% | +15.5% | +1.2% |
| 6M | +18.1% | -21.5% | +39.6% | +18.0% |
| YTD | +16.9% | -11.2% | +28.1% | +17.9% |
| 1Y | +24.0% | -4.2% | +28.2% | +25.8% |
| All | +24.0% | -1.5% | +25.5% | +25.8% |
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