+663.7%
QQQ vs PFGC
+419.1%
+244.6%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.3% |
| 7D | +0.4% | -2.2% | +2.6% | +0.8% |
| 30D | +0.2% | -11.9% | +12.2% | +2.5% |
| 3M | -2.8% | +5.0% | -7.8% | -4.0% |
| 6M | +18.0% | +8.6% | +9.4% | +15.7% |
| YTD | +17.3% | +9.7% | +7.6% | +14.5% |
| 1Y | +25.6% | -6.3% | +31.9% | +26.0% |
| 3Y | +93.7% | +58.2% | +35.5% | +75.5% |
| 5Y | +94.2% | +110.4% | -16.3% | +65.8% |
| 10Y | +557.9% | +272.8% | +285.1% | +405.1% |
| All | +663.7% | +419.1% | +244.6% | +455.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling