+9,127.5%
QLD vs PPG
+457.1%
+8,670.3%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.6% | -1.3% | -1.2% |
| 7D | +0.6% | -1.5% | +2.0% | +2.0% |
| 30D | -0.1% | -5.0% | +4.8% | +4.7% |
| 3M | -8.4% | +1.1% | -9.5% | -10.6% |
| 6M | +32.2% | -3.2% | +35.4% | +32.5% |
| YTD | +28.9% | +11.9% | +17.0% | +10.3% |
| 1Y | +43.8% | +5.3% | +38.5% | +29.1% |
| 3Y | +176.6% | -15.0% | +191.6% | +201.6% |
| 5Y | +121.6% | -19.6% | +141.2% | +158.3% |
| 10Y | +1,652.9% | +27.0% | +1,625.9% | +1,064.1% |
| All | +9,127.5% | +457.1% | +8,670.3% | +995.8% |
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 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