+556.7%
QQQ vs PPL
+55.2%
+501.5%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | -0.1% |
| 7D | +1.5% | +1.8% | -0.3% | +1.0% |
| 30D | -0.6% | -1.1% | +0.4% | -0.4% |
| 3M | +0.4% | 0.0% | +0.4% | +0.2% |
| 6M | +20.1% | -7.6% | +27.6% | +22.5% |
| YTD | +17.2% | +1.7% | +15.5% | +15.8% |
| 1Y | +24.7% | +1.5% | +23.2% | +23.0% |
| 3Y | +96.2% | +55.3% | +40.9% | +64.8% |
| 5Y | +94.4% | +37.7% | +56.7% | +69.7% |
| 10Y | +556.7% | +54.0% | +502.7% | +425.6% |
| All | +556.7% | +55.2% | +501.5% | +425.6% |
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