+1,450.1%
QLD vs PPG
+57.0%
+1,393.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.1% | -1.1% |
| 7D | -3.8% | +3.2% | -7.0% | -6.0% |
| 30D | -20.5% | +20.4% | -40.9% | -32.3% |
| 3M | -14.6% | +8.4% | -23.0% | -20.7% |
| 6M | -14.7% | +15.6% | -30.3% | -25.8% |
| YTD | +11.2% | +24.4% | -13.2% | -11.5% |
| 1Y | +7.1% | +32.9% | -25.8% | -19.9% |
| 3Y | +141.1% | +3.7% | +137.4% | +119.6% |
| 5Y | +84.3% | -13.7% | +98.0% | +98.3% |
| 10Y | +1,450.1% | +55.5% | +1,394.6% | +914.2% |
| All | +1,450.1% | +57.0% | +1,393.0% | +914.2% |
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