+558.6%
QQQ vs PFG
+251.1%
+307.5%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.0% | -0.2% | +0.5% |
| 7D | -0.6% | -0.4% | -0.1% | -0.4% |
| 30D | -1.2% | +2.9% | -4.1% | -2.3% |
| 3M | -0.2% | +6.7% | -6.9% | -2.9% |
| 6M | +17.9% | +33.8% | -15.8% | +5.6% |
| YTD | +16.6% | +35.0% | -18.3% | +3.9% |
| 1Y | +23.0% | +46.4% | -23.4% | +6.1% |
| 3Y | +92.9% | +71.6% | +21.3% | +55.4% |
| 5Y | +95.6% | +113.7% | -18.1% | +44.9% |
| All | +558.6% | +251.1% | +307.5% | +290.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 10y: compounded portfolio wealth divided by compounded PFG 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…
10y analysis · Full analysis span regression · 6 months rolling