-81.0%
QID vs PPG
-24.1%
-57.0%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.4% | -2.2% | -1.4% |
| 7D | +1.3% | -6.2% | +7.5% | -4.1% |
| 30D | +2.9% | -7.9% | +10.9% | -3.9% |
| 3M | -0.7% | -10.2% | +9.5% | -8.5% |
| 6M | -29.7% | +2.7% | -32.3% | -25.5% |
| YTD | -27.9% | +4.9% | -32.8% | -21.3% |
| 1Y | -34.6% | -3.2% | -31.4% | -33.9% |
| 3Y | -73.5% | -17.0% | -56.5% | -74.2% |
| All | -81.0% | -24.1% | -57.0% | -77.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 5y: compounded portfolio wealth divided by compounded PPG 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…
5y analysis · Full analysis span regression · 6 months rolling