+8,329.0%
QLD vs PPL
+195.0%
+8,134.0%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +1.9% | +1.9% |
| 7D | -9.4% | +1.8% | -11.2% | -10.7% |
| 30D | -17.1% | +8.4% | -25.5% | -22.4% |
| 3M | -10.4% | +2.4% | -12.8% | -12.7% |
| 6M | +0.7% | -4.0% | +4.7% | +1.9% |
| YTD | +17.7% | +4.5% | +13.3% | +10.5% |
| 1Y | +14.7% | +1.7% | +12.9% | +9.6% |
| 3Y | +169.6% | +55.5% | +114.1% | +74.6% |
| 5Y | +86.7% | +47.0% | +39.6% | +27.9% |
| 10Y | +1,600.8% | +62.4% | +1,538.4% | +890.6% |
| All | +8,329.0% | +195.0% | +8,134.0% | +2,670.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling