-44.6%
QS vs PFG
+224.4%
-269.1%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.5% | +2.1% | +1.7% |
| 7D | -2.3% | +5.5% | -7.8% | -6.7% |
| 30D | -0.7% | +2.4% | -3.1% | -3.1% |
| 3M | -39.6% | +13.6% | -53.2% | -46.3% |
| 6M | -21.7% | +27.9% | -49.6% | -36.6% |
| YTD | -47.4% | +35.6% | -83.0% | -59.4% |
| 1Y | -28.4% | +48.5% | -76.8% | -48.7% |
| 3Y | -22.6% | +66.9% | -89.5% | -49.4% |
| 5Y | -75.6% | +111.0% | -186.5% | -85.7% |
| All | -44.6% | +224.4% | -269.1% | -71.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling