+2,361.8%
QQQ vs PFG
+999.6%
+1,362.2%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.4% | +1.3% | +0.3% |
| 7D | +1.5% | +6.0% | -4.5% | -0.3% |
| 30D | -0.6% | +2.2% | -2.9% | -1.4% |
| 3M | +0.4% | +10.4% | -9.9% | -2.7% |
| 6M | +20.1% | +27.8% | -7.7% | +11.3% |
| YTD | +17.2% | +33.6% | -16.4% | +7.1% |
| 1Y | +24.7% | +49.3% | -24.6% | +10.1% |
| 3Y | +96.2% | +69.7% | +26.4% | +65.6% |
| 5Y | +94.4% | +111.3% | -17.0% | +53.1% |
| 10Y | +556.7% | +240.3% | +316.4% | +325.7% |
| All | +2,361.8% | +999.6% | +1,362.2% | +727.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling