-75.0%
QS vs PPG
-24.1%
-51.0%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.4% | +1.5% | +1.5% |
| 7D | -3.6% | -6.2% | +2.6% | +2.4% |
| 30D | -17.2% | -7.9% | -9.3% | -10.6% |
| 3M | -27.0% | -10.2% | -16.8% | -19.8% |
| 6M | -24.6% | +2.7% | -27.2% | -28.1% |
| YTD | -49.3% | +4.9% | -54.2% | -53.6% |
| 1Y | -40.3% | -3.2% | -37.1% | -41.2% |
| 3Y | -23.8% | -17.0% | -6.8% | -11.0% |
| All | -75.0% | -24.1% | -51.0% | -70.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling