-46.7%
QS vs PPG
-0.7%
-46.0%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.4% | +1.5% | +1.6% |
| 7D | -3.6% | -6.2% | +2.6% | +1.6% |
| 30D | -17.2% | -7.9% | -9.3% | -11.4% |
| 3M | -27.0% | -10.2% | -16.8% | -20.7% |
| 6M | -24.6% | +2.7% | -27.2% | -27.3% |
| YTD | -49.3% | +4.9% | -54.2% | -52.7% |
| 1Y | -40.3% | -3.2% | -37.1% | -40.7% |
| 3Y | -23.8% | -17.0% | -6.8% | -12.7% |
| 5Y | -75.0% | -23.3% | -51.6% | -71.7% |
| All | -46.7% | -0.7% | -46.0% | -7.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling