-47.7%
QS vs PFG
+219.7%
-267.3%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.8% | -1.6% | -1.4% |
| 7D | -5.0% | -3.0% | -2.0% | -2.7% |
| 30D | -18.3% | +2.5% | -20.8% | -20.2% |
| 3M | -26.0% | +6.1% | -32.1% | -30.2% |
| 6M | -24.0% | +31.3% | -55.3% | -39.8% |
| YTD | -50.3% | +33.6% | -83.8% | -61.2% |
| 1Y | -38.0% | +48.5% | -86.5% | -55.5% |
| 3Y | -24.6% | +69.6% | -94.2% | -51.3% |
| 5Y | -75.4% | +111.5% | -186.9% | -85.5% |
| All | -47.7% | +219.7% | -267.3% | -72.7% |
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