+9,127.5%
QLD vs PPL
+187.5%
+8,939.9%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | +0.6% | +2.7% | -2.1% | -1.5% |
| 30D | -0.1% | +0.5% | -0.6% | -0.6% |
| 3M | -8.4% | +0.7% | -9.0% | -9.9% |
| 6M | +32.2% | -7.6% | +39.8% | +38.0% |
| YTD | +28.9% | +1.8% | +27.1% | +24.1% |
| 1Y | +43.8% | -0.8% | +44.6% | +40.4% |
| 3Y | +176.6% | +56.9% | +119.7% | +77.7% |
| 5Y | +121.6% | +39.5% | +82.0% | +59.0% |
| 10Y | +1,652.9% | +55.4% | +1,597.5% | +963.5% |
| All | +9,127.5% | +187.5% | +8,939.9% | +3,010.5% |
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 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