+1,728.6%
QLD vs PPG
+23.8%
+1,704.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.3% | +1.7% | +1.3% |
| 7D | +1.9% | -3.7% | +5.6% | +5.1% |
| 30D | -1.8% | -7.2% | +5.4% | +4.3% |
| 3M | -0.1% | -7.3% | +7.2% | +5.6% |
| 6M | +32.6% | +0.3% | +32.3% | +29.4% |
| YTD | +27.9% | +6.5% | +21.4% | +16.7% |
| 1Y | +40.3% | +0.5% | +39.7% | +33.5% |
| 3Y | +182.5% | -15.3% | +197.8% | +207.1% |
| 5Y | +122.5% | -22.9% | +145.4% | +164.1% |
| 10Y | +1,728.6% | +28.4% | +1,700.2% | +1,305.8% |
| All | +1,728.6% | +23.8% | +1,704.7% | +1,305.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling