+58.9%
PPL vs QS
-56.5%
+115.4%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +4.1% | -4.7% | -0.6% |
| 7D | +0.4% | +5.4% | -5.0% | +0.3% |
| 30D | +5.4% | -5.3% | +10.8% | +5.5% |
| 3M | +4.3% | -22.6% | +26.9% | +4.5% |
| 6M | -1.3% | -46.2% | +44.8% | -0.8% |
| YTD | +4.7% | -58.9% | +63.6% | +5.6% |
| 1Y | +1.3% | -73.1% | +74.3% | +2.7% |
| 3Y | +57.2% | -27.2% | +84.4% | +55.1% |
| 5Y | +48.2% | -86.2% | +134.4% | +46.6% |
| All | +58.9% | -56.5% | +115.4% | +55.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling