+17.4%
PPG vs QSR
+205.8%
-188.4%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.6% | -0.2% | +0.2% |
| 7D | -6.2% | -4.0% | -2.2% | -4.7% |
| 30D | -7.9% | +2.8% | -10.7% | -9.0% |
| 3M | -10.2% | +5.1% | -15.3% | -12.2% |
| 6M | +2.7% | +8.8% | -6.1% | -1.5% |
| YTD | +4.9% | +14.8% | -9.9% | -1.9% |
| 1Y | -3.2% | +25.7% | -28.9% | -13.0% |
| 3Y | -17.0% | +27.5% | -44.5% | -26.9% |
| 5Y | -23.3% | +41.3% | -64.6% | -35.9% |
| 10Y | +26.4% | +133.8% | -107.4% | -17.4% |
| All | +17.4% | +205.8% | -188.4% | -28.3% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 QSR 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