+41.1%
QLD vs PPG
+1.7%
+39.4%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.5% | +2.3% | +0.8% |
| 7D | +3.0% | 0.0% | +3.0% | +2.9% |
| 30D | -1.8% | -7.8% | +6.0% | +1.2% |
| 3M | -1.8% | -2.2% | +0.4% | -1.1% |
| 6M | +36.9% | +4.1% | +32.7% | +33.5% |
| YTD | +28.7% | +9.1% | +19.6% | +23.3% |
| All | +41.1% | +1.7% | +39.4% | +38.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling