+1,570.9%
QQQ vs PPL
+821.5%
+749.5%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | +0.4% | +2.7% | -2.3% | -0.5% |
| 30D | +0.2% | +0.5% | -0.2% | 0.0% |
| 3M | -2.8% | +0.7% | -3.5% | -3.3% |
| 6M | +18.0% | -7.6% | +25.6% | +20.5% |
| YTD | +17.3% | +1.8% | +15.5% | +15.8% |
| 1Y | +25.6% | -0.8% | +26.3% | +24.8% |
| 3Y | +93.7% | +56.9% | +36.9% | +62.8% |
| 5Y | +94.2% | +39.5% | +54.6% | +69.2% |
| 10Y | +557.9% | +55.4% | +502.5% | +430.8% |
| All | +1,570.9% | +821.5% | +749.5% | +790.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling