+152.0%
QQQM vs PPG
-12.0%
+164.0%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.4% | +0.5% | +0.7% |
| 7D | -0.6% | -6.2% | +5.7% | +1.9% |
| 30D | -1.2% | -7.9% | +6.7% | +1.9% |
| 3M | -0.1% | -10.2% | +10.1% | +3.7% |
| 6M | +18.0% | +2.7% | +15.3% | +15.4% |
| YTD | +16.7% | +4.9% | +11.8% | +12.3% |
| 1Y | +23.0% | -3.2% | +26.2% | +22.2% |
| 3Y | +93.3% | -17.0% | +110.3% | +100.5% |
| 5Y | +96.3% | -23.3% | +119.6% | +99.1% |
| All | +152.0% | -12.0% | +164.0% | +148.5% |
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