-47.7%
QS vs PPG
-1.1%
-46.6%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.0% | +1.2% | +0.9% |
| 7D | -5.0% | -5.1% | +0.2% | -0.8% |
| 30D | -18.3% | -9.6% | -8.7% | -11.3% |
| 3M | -26.0% | -6.4% | -19.6% | -22.4% |
| 6M | -24.0% | +0.5% | -24.6% | -25.6% |
| YTD | -50.3% | +4.4% | -54.7% | -53.4% |
| 1Y | -38.0% | -0.9% | -37.1% | -39.6% |
| 3Y | -24.6% | -17.0% | -7.6% | -13.6% |
| 5Y | -75.4% | -23.7% | -51.8% | -72.1% |
| All | -47.7% | -1.1% | -46.6% | -9.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling