+534.7%
QQQ vs P
+652.0%
-117.3%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.9% | +0.7% | -0.7% |
| 7D | +3.6% | +11.6% | -8.0% | +0.8% |
| 30D | -6.7% | -23.7% | +16.9% | -1.0% |
| 3M | -7.0% | -8.0% | +0.9% | -6.7% |
| 6M | -4.7% | +27.9% | -32.6% | -13.3% |
| YTD | +11.1% | +61.2% | -50.1% | -6.1% |
| 1Y | +12.3% | +28.6% | -16.3% | -1.2% |
| 3Y | +83.3% | +200.5% | -117.2% | +19.2% |
| 5Y | +77.5% | +282.9% | -205.5% | +4.9% |
| All | +534.7% | +652.0% | -117.3% | +216.2% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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