+55.9%
PPL vs QS
-28.5%
+84.4%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -7.8% | +7.4% | -0.5% |
| 7D | -2.2% | -5.6% | +3.4% | -2.2% |
| 30D | +1.7% | -5.8% | +7.5% | +1.7% |
| 3M | +0.1% | -39.2% | +39.3% | +0.1% |
| 6M | -1.5% | -53.9% | +52.4% | -1.6% |
| YTD | +3.0% | -62.8% | +65.7% | +3.0% |
| 1Y | -1.4% | -73.5% | +72.1% | -1.3% |
| All | +55.9% | -28.5% | +84.4% | +53.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling