+94.4%
QQQ vs P
+283.1%
-188.7%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.6% | -1.7% | -0.5% |
| 7D | +1.5% | +7.8% | -6.3% | -0.3% |
| 30D | -0.6% | +12.3% | -13.0% | -4.2% |
| 3M | +0.4% | +37.1% | -36.7% | -8.2% |
| 6M | +20.1% | +66.1% | -46.0% | +3.2% |
| YTD | +17.2% | +50.9% | -33.7% | +2.3% |
| 1Y | +24.7% | +27.2% | -2.5% | +11.0% |
| 3Y | +96.2% | +158.7% | -62.5% | +30.5% |
| 5Y | +94.4% | +291.1% | -196.7% | +9.4% |
| All | +94.4% | +283.1% | -188.7% | +9.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling