+82.1%
PPL vs QSR
+211.4%
-129.4%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.1% | +0.5% | -0.2% |
| 7D | +0.4% | +7.3% | -6.9% | -1.7% |
| 30D | +5.4% | +11.9% | -6.4% | +1.9% |
| 3M | +4.3% | +7.5% | -3.2% | +1.9% |
| 6M | -1.3% | +2.5% | -3.8% | -2.3% |
| YTD | +4.7% | +17.0% | -12.3% | -0.8% |
| 1Y | +1.3% | +18.1% | -16.9% | -4.5% |
| 3Y | +57.2% | +28.6% | +28.6% | +42.3% |
| 5Y | +48.2% | +55.8% | -7.5% | +24.9% |
| 10Y | +62.7% | +140.5% | -77.8% | +16.2% |
| All | +82.1% | +211.4% | -129.4% | +24.1% |
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