+152.5%
QQQM vs PPL
+49.3%
+103.2%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.2% | 0.0% |
| 7D | +1.0% | 0.0% | +1.0% | +1.0% |
| 30D | -0.6% | -1.3% | +0.6% | -0.4% |
| 3M | +1.3% | -2.6% | +3.9% | +1.7% |
| 6M | +18.2% | -8.4% | +26.6% | +20.1% |
| YTD | +16.9% | +0.2% | +16.7% | +16.2% |
| 1Y | +24.0% | -0.2% | +24.3% | +23.2% |
| 3Y | +96.0% | +52.9% | +43.1% | +69.6% |
| 5Y | +95.2% | +36.8% | +58.4% | +73.3% |
| All | +152.5% | +49.3% | +103.2% | +124.0% |
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 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