+192.1%
QSR vs PFG
+230.3%
-38.2%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.7% | -1.2% |
| 7D | -2.4% | +3.2% | -5.6% | -3.8% |
| 30D | +5.7% | +0.9% | +4.7% | +5.1% |
| 3M | +6.9% | +7.7% | -0.8% | +3.1% |
| 6M | +6.9% | +29.0% | -22.1% | -4.9% |
| YTD | +14.9% | +32.5% | -17.6% | +0.9% |
| 1Y | +29.1% | +47.3% | -18.2% | +7.8% |
| 3Y | +26.1% | +68.2% | -42.1% | -3.1% |
| 5Y | +42.3% | +108.5% | -66.2% | -4.9% |
| 10Y | +134.0% | +241.4% | -107.4% | +2.9% |
| All | +192.1% | +230.3% | -38.2% | +31.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling