+54.0%
PPL vs QSR
+122.5%
-68.5%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.4% | +2.3% | +0.7% |
| 7D | +1.8% | +0.1% | +1.7% | +1.7% |
| 30D | -1.1% | +5.9% | -7.0% | -2.9% |
| 3M | 0.0% | +10.5% | -10.4% | -3.2% |
| 6M | -7.6% | +7.7% | -15.3% | -10.1% |
| YTD | +1.7% | +16.8% | -15.1% | -3.9% |
| 1Y | +1.5% | +30.9% | -29.4% | -7.8% |
| 3Y | +55.3% | +28.2% | +27.1% | +39.3% |
| 5Y | +37.7% | +45.0% | -7.3% | +16.7% |
| 10Y | +54.0% | +127.3% | -73.3% | +7.0% |
| All | +54.0% | +122.5% | -68.5% | +7.0% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 10y: compounded portfolio wealth divided by compounded QSR 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…
10y analysis · Full analysis span regression · 6 months rolling