+83.3%
QQQ vs PPL
+55.5%
+27.8%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.3% | -2.5% | -1.1% |
| 7D | +3.6% | -0.4% | +4.0% | +3.6% |
| 30D | -6.7% | +2.6% | -9.4% | -6.6% |
| 3M | -7.0% | +0.8% | -7.8% | -7.0% |
| 6M | -4.7% | +1.4% | -6.1% | -4.6% |
| YTD | +11.1% | +4.3% | +6.7% | +11.0% |
| 1Y | +12.3% | +0.8% | +11.5% | +12.4% |
| 3Y | +83.3% | +57.9% | +25.4% | +82.0% |
| All | +83.3% | +55.5% | +27.8% | +82.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling