+130.3%
PM vs QQQI
+57.7%
+72.6%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QQQI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.9% | -0.2% | +0.7% |
| 7D | +4.7% | -0.3% | +5.0% | +4.6% |
| 30D | +2.6% | -0.3% | +2.9% | +2.6% |
| 3M | +6.6% | +1.3% | +5.2% | +6.8% |
| 6M | +16.5% | +11.5% | +5.0% | +16.3% |
| YTD | +21.2% | +11.3% | +9.9% | +21.0% |
| 1Y | +17.9% | +16.9% | +1.0% | +17.5% |
| All | +130.3% | +57.7% | +72.6% | +116.9% |
Cumulative growth
Daily Returns
Daily percentage return beside QQQI.
Daily Out/Under-Performance
Portfolio return minus QQQI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QQQI 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 QQQI 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