+640.2%
QQQ vs P
+485.4%
+154.8%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.4% | -1.2% | -0.1% |
| 7D | +0.4% | +6.5% | -6.2% | -1.1% |
| 30D | +0.2% | +18.8% | -18.6% | -4.4% |
| 3M | -2.8% | +26.7% | -29.6% | -9.1% |
| 6M | +18.0% | +62.2% | -44.2% | +3.0% |
| YTD | +17.3% | +48.5% | -31.2% | +3.7% |
| 1Y | +25.6% | +26.4% | -0.8% | +13.0% |
| 3Y | +93.7% | +159.4% | -65.7% | +37.7% |
| 5Y | +94.2% | +275.8% | -181.6% | +23.3% |
| 10Y | +557.9% | +732.0% | -174.2% | +246.4% |
| All | +640.2% | +485.4% | +154.8% | +289.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling