-62.8%
QS vs PFGC
+221.8%
-284.6%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +1.1% | -6.3% | -5.7% |
| 7D | -14.0% | +3.4% | -17.4% | -15.4% |
| 30D | -6.4% | +16.9% | -23.3% | -13.9% |
| 3M | -40.3% | +6.4% | -46.7% | -42.4% |
| 6M | -57.5% | +16.0% | -73.5% | -61.3% |
| YTD | -64.7% | +23.6% | -88.3% | -69.3% |
| 1Y | -72.9% | +16.6% | -89.5% | -75.7% |
| 3Y | -33.5% | +82.3% | -115.7% | -55.3% |
| 5Y | -90.5% | +138.7% | -229.2% | -94.5% |
| All | -62.8% | +221.8% | -284.6% | -77.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling