+7,956.4%
QLD vs PPG
+520.4%
+7,436.0%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +2.4% | +4.4% | +4.5% |
| 7D | -1.4% | +0.3% | -1.8% | -1.6% |
| 30D | -19.6% | +20.5% | -40.1% | -33.4% |
| 3M | -14.1% | +5.3% | -19.5% | -19.2% |
| 6M | -13.6% | +15.8% | -29.4% | -27.0% |
| YTD | +12.5% | +24.6% | -12.0% | -14.1% |
| 1Y | +13.1% | +33.6% | -20.5% | -19.9% |
| 3Y | +154.7% | +5.0% | +149.7% | +123.6% |
| 5Y | +81.1% | -14.0% | +95.1% | +97.1% |
| 10Y | +1,418.0% | +58.2% | +1,359.7% | +700.9% |
| All | +7,956.4% | +520.4% | +7,436.0% | +754.1% |
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