+184.5%
PPL vs QID
-100.0%
+284.5%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.5% | +2.0% | -1.1% |
| 7D | +0.4% | +9.4% | -9.0% | +2.4% |
| 30D | +5.4% | +31.2% | -25.8% | +11.9% |
| 3M | +4.3% | +17.4% | -13.2% | +8.2% |
| 6M | -1.3% | +8.4% | -9.8% | +1.0% |
| YTD | +4.7% | -15.8% | +20.5% | +1.8% |
| 1Y | +1.3% | -16.3% | +17.6% | -1.5% |
| 3Y | +57.2% | -70.4% | +127.6% | +24.0% |
| 5Y | +48.2% | -74.8% | +123.0% | +21.4% |
| 10Y | +62.7% | -99.0% | +161.7% | -35.3% |
| All | +184.5% | -100.0% | +284.5% | -47.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling