-33.5%
QS vs PFGC
+82.6%
-116.1%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +1.1% | -6.3% | -5.6% |
| 7D | -14.0% | +3.4% | -17.4% | -15.1% |
| 30D | -6.4% | +16.9% | -23.3% | -11.9% |
| 3M | -40.3% | +6.4% | -46.7% | -41.9% |
| 6M | -57.5% | +16.0% | -73.5% | -60.4% |
| YTD | -64.7% | +23.6% | -88.3% | -68.2% |
| 1Y | -72.9% | +16.6% | -89.5% | -75.0% |
| 3Y | -33.5% | +82.3% | -115.7% | -53.7% |
| All | -33.5% | +82.6% | -116.1% | -53.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling