+81.7%
PPL vs QSR
+211.2%
-129.5%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | -0.1% | 0.0% |
| 7D | 0.0% | +4.5% | -4.4% | -1.3% |
| 30D | +4.3% | +9.4% | -5.1% | +1.5% |
| 3M | +2.9% | +7.5% | -4.6% | +0.5% |
| 6M | +1.1% | -0.8% | +1.9% | +1.0% |
| YTD | +4.5% | +16.9% | -12.4% | -1.0% |
| 1Y | +0.1% | +16.3% | -16.2% | -5.1% |
| 3Y | +55.7% | +25.3% | +30.4% | +42.1% |
| 5Y | +47.6% | +60.4% | -12.8% | +23.2% |
| 10Y | +66.8% | +139.2% | -72.4% | +19.3% |
| All | +81.7% | +211.2% | -129.5% | +23.9% |
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