-90.0%
QS vs PFGC
+129.0%
-219.0%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -1.1% | -6.7% | -7.1% |
| 7D | -5.6% | +0.3% | -5.9% | -5.7% |
| 30D | -5.8% | +16.1% | -22.0% | -14.8% |
| 3M | -39.2% | +2.4% | -41.6% | -40.4% |
| 6M | -53.9% | +15.7% | -69.6% | -59.0% |
| YTD | -62.8% | +22.3% | -85.1% | -68.7% |
| 1Y | -73.5% | +13.9% | -87.4% | -76.6% |
| 3Y | -29.1% | +80.3% | -109.4% | -59.1% |
| 5Y | -90.0% | +136.1% | -226.1% | -95.7% |
| All | -90.0% | +129.0% | -219.0% | -95.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling