-75.6%
QS vs PFGC
+111.7%
-187.3%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -1.2% | -5.4% | -5.9% |
| 7D | -4.2% | -3.7% | -0.5% | -2.0% |
| 30D | -15.7% | -16.0% | +0.3% | -6.4% |
| 3M | -28.7% | -4.1% | -24.5% | -27.6% |
| 6M | -23.2% | +8.7% | -31.9% | -28.4% |
| YTD | -49.9% | +6.4% | -56.3% | -53.4% |
| 1Y | -38.8% | -8.4% | -30.4% | -37.5% |
| 3Y | -24.0% | +61.8% | -85.8% | -51.0% |
| 5Y | -75.6% | +108.7% | -184.3% | -87.6% |
| All | -75.6% | +111.7% | -187.3% | -87.6% |
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 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