-28.4%
QS vs PFG
+51.4%
-79.7%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.5% | +2.1% | +1.4% |
| 7D | -2.3% | +5.5% | -7.8% | -5.3% |
| 30D | -0.7% | +2.4% | -3.1% | -2.2% |
| 3M | -39.6% | +13.6% | -53.2% | -45.4% |
| 6M | -21.7% | +27.9% | -49.6% | -35.7% |
| YTD | -47.4% | +35.6% | -83.0% | -59.0% |
| 1Y | -28.4% | +48.5% | -76.8% | -47.5% |
| All | -28.4% | +51.4% | -79.7% | -47.5% |
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