+77.5%
QQQ vs PFG
+92.7%
-15.2%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.5% | -1.7% | -1.4% |
| 7D | +3.6% | +2.4% | +1.2% | +2.6% |
| 30D | -6.7% | +5.9% | -12.6% | -9.0% |
| 3M | -7.0% | -0.4% | -6.6% | -7.2% |
| 6M | -4.7% | +14.8% | -19.5% | -11.2% |
| YTD | +11.1% | +31.9% | -20.9% | -3.4% |
| 1Y | +12.3% | +38.8% | -26.5% | -4.8% |
| 3Y | +83.3% | +82.4% | +0.9% | +33.0% |
| All | +77.5% | +92.7% | -15.2% | +21.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling