+1,564.8%
QQQ vs PPG
+685.0%
+879.8%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.3% | +2.0% | +0.8% |
| 7D | +1.0% | -3.7% | +4.7% | +2.7% |
| 30D | -0.6% | -7.2% | +6.6% | +2.7% |
| 3M | +1.3% | -7.3% | +8.6% | +4.4% |
| 6M | +18.1% | +0.3% | +17.9% | +16.5% |
| YTD | +16.9% | +6.5% | +10.3% | +11.3% |
| 1Y | +24.0% | +0.5% | +23.5% | +20.8% |
| 3Y | +95.6% | -15.3% | +110.9% | +102.9% |
| 5Y | +94.5% | -22.9% | +117.4% | +107.0% |
| 10Y | +571.7% | +28.4% | +543.3% | +428.1% |
| All | +1,564.8% | +685.0% | +879.8% | +448.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling