-71.3%
QS vs PPG
+38.5%
-109.8%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +5.0% | +2.6% | +4.5% |
| 7D | +4.5% | +7.5% | -3.0% | -0.1% |
| 30D | -4.1% | +20.9% | -25.0% | -14.3% |
| 3M | -22.1% | +8.7% | -30.9% | -26.3% |
| 6M | -38.4% | +23.8% | -62.2% | -45.7% |
| YTD | -57.5% | +26.5% | -84.0% | -63.4% |
| 1Y | -71.3% | +37.6% | -108.9% | -76.1% |
| All | -71.3% | +38.5% | -109.8% | -76.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling