+54.5%
PPL vs QS
-44.4%
+98.9%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | 0.0% |
| 7D | +2.7% | -2.3% | +5.0% | +2.7% |
| 30D | +0.5% | -0.7% | +1.2% | +0.5% |
| 3M | +0.7% | -39.6% | +40.3% | +1.2% |
| 6M | -7.6% | -21.7% | +14.1% | -7.5% |
| YTD | +1.8% | -47.4% | +49.2% | +2.4% |
| 1Y | -0.8% | -28.4% | +27.6% | -0.9% |
| 3Y | +56.9% | -22.6% | +79.5% | +54.8% |
| 5Y | +39.5% | -75.6% | +115.1% | +37.7% |
| All | +54.5% | -44.4% | +98.9% | +50.7% |
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