+77.1%
PPL vs QSR
+218.5%
-141.4%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | +2.7% | +2.4% | +0.2% | +1.9% |
| 30D | +0.5% | +7.6% | -7.2% | -1.7% |
| 3M | +0.7% | +12.6% | -12.0% | -2.9% |
| 6M | -7.6% | +14.4% | -22.0% | -11.5% |
| YTD | +1.8% | +19.6% | -17.8% | -4.0% |
| 1Y | -0.8% | +33.9% | -34.6% | -9.8% |
| 3Y | +56.9% | +27.1% | +29.8% | +42.6% |
| 5Y | +39.5% | +48.5% | -9.0% | +19.4% |
| 10Y | +55.4% | +126.2% | -70.8% | +12.0% |
| All | +77.1% | +218.5% | -141.4% | +20.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling