-71.3%
QS vs PFG
+46.8%
-118.1%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +4.1% | +3.4% | +5.7% |
| 7D | +4.5% | +4.9% | -0.4% | +2.4% |
| 30D | -4.1% | +5.7% | -9.8% | -6.3% |
| 3M | -22.1% | +2.6% | -24.7% | -23.4% |
| 6M | -38.4% | +19.8% | -58.2% | -44.9% |
| YTD | -57.5% | +36.3% | -93.8% | -64.3% |
| 1Y | -71.3% | +47.9% | -119.2% | -75.5% |
| All | -71.3% | +46.8% | -118.1% | -75.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling