-100.0%
QID vs PPG
+404.3%
-504.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -2.0% | +4.3% | +0.4% |
| 7D | +2.7% | -5.1% | +7.9% | -2.3% |
| 30D | +3.3% | -9.6% | +12.9% | -6.2% |
| 3M | -5.5% | -6.4% | +0.9% | -10.2% |
| 6M | -28.4% | +0.5% | -28.9% | -25.6% |
| YTD | -26.6% | +4.4% | -31.0% | -20.5% |
| 1Y | -34.1% | -0.9% | -33.2% | -32.2% |
| 3Y | -73.7% | -17.0% | -56.7% | -74.8% |
| 5Y | -80.7% | -23.7% | -57.0% | -79.1% |
| 10Y | -99.1% | +25.9% | -125.0% | -97.8% |
| All | -100.0% | +404.3% | -504.3% | -99.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling