+1,450.1%
QLD vs PPL
+65.3%
+1,384.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.3% | -1.2% |
| 7D | -3.8% | 0.0% | -3.8% | -3.9% |
| 30D | -20.5% | +4.3% | -24.8% | -22.8% |
| 3M | -14.6% | +2.9% | -17.6% | -16.6% |
| 6M | -14.7% | +1.1% | -15.8% | -16.4% |
| YTD | +11.2% | +4.5% | +6.7% | +5.8% |
| 1Y | +7.1% | +0.1% | +7.0% | +4.5% |
| 3Y | +141.1% | +55.7% | +85.4% | +68.4% |
| 5Y | +84.3% | +47.6% | +36.7% | +35.5% |
| 10Y | +1,450.1% | +66.8% | +1,383.2% | +882.5% |
| All | +1,450.1% | +65.3% | +1,384.7% | +882.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PPL.
Daily Out/Under-Performance
Portfolio return minus PPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPL 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 PPL 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