+558.6%
QQQ vs PPG
+26.9%
+531.7%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.4% | +0.4% | +0.7% |
| 7D | -0.6% | -6.2% | +5.7% | +2.1% |
| 30D | -1.2% | -7.9% | +6.7% | +2.2% |
| 3M | -0.2% | -10.2% | +10.0% | +3.9% |
| 6M | +17.9% | +2.7% | +15.3% | +15.2% |
| YTD | +16.6% | +4.9% | +11.8% | +12.2% |
| 1Y | +23.0% | -3.2% | +26.2% | +22.1% |
| 3Y | +92.9% | -17.0% | +109.9% | +101.1% |
| 5Y | +95.6% | -23.3% | +118.9% | +106.3% |
| All | +558.6% | +26.9% | +531.7% | +444.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 PPG 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