+558.6%
QQQ vs PFGC
+292.9%
+265.7%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +1.0% |
| 7D | -0.6% | -4.8% | +4.2% | +0.3% |
| 30D | -1.2% | -12.5% | +11.3% | +1.2% |
| 3M | -0.2% | -9.7% | +9.5% | +1.5% |
| 6M | +17.9% | +7.0% | +10.9% | +15.9% |
| YTD | +16.6% | +4.5% | +12.2% | +14.8% |
| 1Y | +23.0% | -11.6% | +34.6% | +24.7% |
| 3Y | +92.9% | +58.5% | +34.5% | +74.7% |
| 5Y | +95.6% | +112.6% | -17.0% | +67.0% |
| All | +558.6% | +292.9% | +265.7% | +413.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 PFGC 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