-1.3%
PPL vs QS
-41.2%
+39.9%
-12.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +4.1% | -4.7% | -0.4% |
| 7D | +0.4% | +5.4% | -5.0% | +0.6% |
| 30D | +5.4% | -5.3% | +10.8% | +5.3% |
| 3M | +4.3% | -22.6% | +26.9% | +3.4% |
| 6M | -1.3% | -46.2% | +44.8% | -4.8% |
| All | -1.3% | -41.2% | +39.9% | -4.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling