+133.1%
QSR vs PFG
+251.1%
-118.0%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.1% | -0.4% | +0.2% |
| 7D | -4.0% | -0.4% | -3.6% | -3.8% |
| 30D | +2.8% | +2.9% | -0.1% | +1.4% |
| 3M | +5.1% | +6.7% | -1.6% | +1.9% |
| 6M | +8.8% | +33.8% | -25.0% | -4.4% |
| YTD | +14.8% | +35.0% | -20.1% | +0.4% |
| 1Y | +25.7% | +46.4% | -20.7% | +5.8% |
| 3Y | +27.5% | +71.7% | -44.1% | -2.1% |
| 5Y | +41.3% | +113.7% | -72.4% | -5.7% |
| All | +133.1% | +251.1% | -118.0% | +2.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 PFG 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