+93.9%
QQQ vs PFGC
+105.5%
-11.6%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.3% | +0.3% | -0.6% |
| 7D | -1.3% | -4.8% | +3.6% | +0.3% |
| 30D | -1.4% | -17.2% | +15.8% | +4.7% |
| 3M | +2.3% | -6.3% | +8.6% | +3.8% |
| 6M | +16.9% | +8.8% | +8.0% | +12.3% |
| YTD | +15.6% | +4.9% | +10.7% | +11.7% |
| 1Y | +22.6% | -9.5% | +32.1% | +24.6% |
| 3Y | +93.5% | +59.6% | +33.9% | +56.8% |
| 5Y | +93.9% | +113.5% | -19.6% | +39.0% |
| All | +93.9% | +105.5% | -11.6% | +39.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling