+153.5%
QQQM vs PPL
+51.7%
+101.7%
-35.0%
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% | -0.2% |
| 30D | +0.2% | +0.5% | -0.2% | +0.1% |
| 3M | -2.8% | +0.7% | -3.5% | -3.1% |
| 6M | +18.1% | -7.6% | +25.7% | +19.8% |
| YTD | +17.4% | +1.8% | +15.5% | +16.2% |
| 1Y | +25.7% | -0.8% | +26.4% | +25.1% |
| 3Y | +94.1% | +56.9% | +37.2% | +66.8% |
| 5Y | +94.9% | +39.5% | +55.3% | +72.5% |
| All | +153.5% | +51.7% | +101.7% | +124.1% |
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