+62.6%
QLD vs PPL
+47.7%
+14.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | +0.8% | -13.5% | -13.1% |
| 7D | -18.6% | +1.0% | -19.6% | -19.0% |
| 30D | -28.3% | +6.8% | -35.1% | -30.8% |
| 3M | -20.4% | +3.9% | -24.2% | -22.1% |
| 6M | -14.3% | -2.0% | -12.2% | -14.2% |
| YTD | +2.8% | +5.3% | -2.5% | -2.1% |
| 1Y | -1.2% | +2.2% | -3.4% | -4.3% |
| 3Y | +135.3% | +56.7% | +78.6% | +54.2% |
| 5Y | +62.6% | +49.1% | +13.5% | +13.8% |
| All | +62.6% | +47.7% | +14.9% | +13.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling