+1,480.5%
QQQ vs PCG
-24.0%
+1,504.5%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.3% | +2.2% | +3.4% |
| 7D | -0.3% | -1.1% | +0.8% | -0.1% |
| 30D | -9.6% | +0.1% | -9.6% | -9.6% |
| 3M | -5.9% | -24.4% | +18.5% | -3.4% |
| 6M | -4.3% | -17.7% | +13.4% | -2.8% |
| YTD | +11.0% | -17.4% | +28.4% | +12.5% |
| 1Y | +11.9% | -19.4% | +31.3% | +13.7% |
| 3Y | +86.7% | -18.6% | +105.3% | +88.4% |
| 5Y | +77.1% | +10.2% | +66.8% | +72.2% |
| 10Y | +517.9% | -76.7% | +594.6% | +544.3% |
| All | +1,480.5% | -24.0% | +1,504.5% | +1,258.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling