+185.3%
QLD vs PPG
-11.7%
+197.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.6% | -1.3% | -0.7% |
| 7D | +0.6% | -1.5% | +2.0% | +1.5% |
| 30D | -0.1% | -5.0% | +4.8% | +3.1% |
| 3M | -8.4% | +1.1% | -9.5% | -9.8% |
| 6M | +32.2% | -3.2% | +35.4% | +33.3% |
| YTD | +28.9% | +11.9% | +17.0% | +15.2% |
| 1Y | +43.8% | +5.3% | +38.5% | +34.1% |
| All | +185.3% | -11.7% | +197.0% | +178.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling