+1.5%
PPL vs QSR
+29.1%
-27.6%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.4% | +2.3% | +0.3% |
| 7D | +1.8% | +0.1% | +1.7% | +1.8% |
| 30D | -1.1% | +5.9% | -7.0% | -2.0% |
| 3M | 0.0% | +10.5% | -10.4% | -1.2% |
| 6M | -7.6% | +7.7% | -15.3% | -8.6% |
| YTD | +1.7% | +16.8% | -15.1% | +0.3% |
| 1Y | +1.5% | +30.9% | -29.4% | +1.1% |
| All | +1.5% | +29.1% | -27.6% | +1.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling