+56.8%
PPL vs QSR
+32.7%
+24.1%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | +2.7% | +2.4% | +0.2% | +2.2% |
| 30D | +0.5% | +7.6% | -7.2% | -0.9% |
| 3M | +0.7% | +12.6% | -12.0% | -1.5% |
| 6M | -7.6% | +14.4% | -22.0% | -9.9% |
| YTD | +1.8% | +19.6% | -17.8% | -1.7% |
| 1Y | -0.8% | +33.9% | -34.6% | -6.4% |
| All | +56.8% | +32.7% | +24.1% | +43.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling