+96.2%
QQQ vs PCG
-10.8%
+107.0%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.6% | -3.7% | -0.4% |
| 7D | +1.5% | +5.4% | -3.9% | +1.0% |
| 30D | -0.6% | -15.1% | +14.5% | +0.6% |
| 3M | +0.4% | -9.8% | +10.2% | +0.9% |
| 6M | +20.1% | -18.0% | +38.1% | +22.2% |
| YTD | +17.2% | -7.2% | +24.5% | +17.0% |
| 1Y | +24.7% | +2.9% | +21.8% | +21.9% |
| 3Y | +96.2% | -11.1% | +107.3% | +92.2% |
| All | +96.2% | -10.8% | +107.0% | +92.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling