-1.2%
QLD vs PPL
+1.1%
-2.3%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | +0.8% | -13.5% | -12.4% |
| 7D | -18.6% | +1.0% | -19.6% | -18.2% |
| 30D | -28.3% | +6.8% | -35.1% | -26.8% |
| 3M | -20.4% | +3.9% | -24.2% | -19.3% |
| 6M | -14.3% | -2.0% | -12.2% | -13.6% |
| YTD | +2.8% | +5.3% | -2.5% | +4.1% |
| 1Y | -1.2% | +2.2% | -3.4% | +3.2% |
| All | -1.2% | +1.1% | -2.3% | +3.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling