+538.0%
QQQ vs PPL
+65.2%
+472.7%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.0% | +3.3% | +2.6% |
| 7D | -0.2% | -1.0% | +0.7% | 0.0% |
| 30D | -7.5% | +3.0% | -10.5% | -8.4% |
| 3M | -3.8% | +1.1% | -4.9% | -4.3% |
| 6M | -3.0% | -0.8% | -2.2% | -3.2% |
| YTD | +12.8% | +3.5% | +9.3% | +10.7% |
| 1Y | +11.6% | -0.9% | +12.5% | +11.0% |
| 3Y | +85.6% | +54.2% | +31.4% | +56.4% |
| 5Y | +82.1% | +46.3% | +35.8% | +55.8% |
| 10Y | +538.0% | +65.0% | +472.9% | +397.1% |
| All | +538.0% | +65.2% | +472.7% | +397.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling