-28.4%
QS vs PFGC
-5.1%
-23.3%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.1% | +0.6% |
| 7D | -2.3% | -2.2% | -0.1% | -2.0% |
| 30D | -0.7% | -11.9% | +11.2% | +1.2% |
| 3M | -39.6% | +5.0% | -44.7% | -40.8% |
| 6M | -21.7% | +8.6% | -30.3% | -25.0% |
| YTD | -47.4% | +9.7% | -57.1% | -48.1% |
| 1Y | -28.4% | -6.3% | -22.1% | -32.6% |
| All | -28.4% | -5.1% | -23.3% | -32.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 PFGC 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