+12.3%
QQQM vs PFGC
+12.5%
-0.2%
-11.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +13.5% | -12.6% | +0.5% |
| 7D | -4.6% | +13.9% | -18.5% | -5.1% |
| 30D | -8.5% | +18.4% | -26.9% | -9.1% |
| 3M | -4.3% | -2.5% | -1.8% | -4.2% |
| 6M | +3.1% | +26.0% | -23.0% | +0.4% |
| YTD | +13.1% | +21.9% | -8.8% | +10.9% |
| 1Y | +12.3% | +13.4% | -1.1% | +9.2% |
| All | +12.3% | +12.5% | -0.2% | +9.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling