-24.7%
QS vs PFG
+67.4%
-92.1%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -0.9% | -5.7% | -5.8% |
| 7D | -4.2% | +3.2% | -7.4% | -7.3% |
| 30D | -15.7% | +0.9% | -16.6% | -16.8% |
| 3M | -28.7% | +7.7% | -36.4% | -34.5% |
| 6M | -23.2% | +29.0% | -52.2% | -41.1% |
| YTD | -49.9% | +32.5% | -82.4% | -62.8% |
| 1Y | -38.8% | +47.3% | -86.1% | -59.2% |
| All | -24.7% | +67.4% | -92.1% | -62.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling