-62.8%
QS vs PFG
+215.7%
-278.6%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +0.5% | -5.7% | -5.6% |
| 7D | -14.0% | +2.4% | -16.4% | -15.4% |
| 30D | -6.4% | +5.9% | -12.2% | -9.9% |
| 3M | -40.3% | -0.4% | -39.8% | -40.2% |
| 6M | -57.5% | +14.8% | -72.3% | -62.4% |
| YTD | -64.7% | +31.9% | -96.6% | -72.1% |
| 1Y | -72.9% | +38.8% | -111.7% | -79.5% |
| 3Y | -33.5% | +82.4% | -115.8% | -59.3% |
| 5Y | -90.5% | +94.7% | -185.2% | -94.2% |
| All | -62.8% | +215.7% | -278.6% | -80.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling