0.0%
PPL vs QS
-73.4%
+73.5%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +6.8% | -7.1% | -0.1% |
| 7D | -1.2% | +13.7% | -14.9% | -0.9% |
| 30D | +4.2% | -0.2% | +4.5% | +4.2% |
| 3M | +1.5% | -24.8% | +26.3% | +0.7% |
| 6M | +1.0% | -39.4% | +40.4% | -0.6% |
| YTD | +4.4% | -56.1% | +60.5% | +3.1% |
| All | 0.0% | -73.4% | +73.5% | -1.3% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 1y: compounded portfolio wealth divided by compounded QS 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…
1y analysis · Full analysis span regression · 6 months rolling