+67.9%
PPL vs QID
-99.0%
+166.9%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.6% | -1.3% | +1.7% |
| 7D | -0.4% | -7.1% | +6.8% | -1.4% |
| 30D | +2.6% | +12.6% | -10.0% | +4.6% |
| 3M | +0.8% | +14.2% | -13.4% | +3.1% |
| 6M | +1.4% | +6.2% | -4.8% | +2.9% |
| YTD | +4.3% | -21.8% | +26.1% | +1.1% |
| 1Y | +0.8% | -23.1% | +23.9% | -2.6% |
| 3Y | +57.9% | -71.3% | +129.2% | +31.0% |
| 5Y | +48.3% | -77.0% | +125.3% | +25.5% |
| All | +67.9% | -99.0% | +166.9% | -17.5% |
Cumulative growth
Daily Returns
Daily percentage return beside QID.
Daily Out/Under-Performance
Portfolio return minus QID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QID 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 QID 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