+836.4%
QQQ vs PBR
+1,916.3%
-1,079.9%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.2% | -3.2% | -1.5% |
| 7D | -1.3% | +4.2% | -5.5% | -2.1% |
| 30D | -1.4% | +22.7% | -24.1% | -5.4% |
| 3M | +2.3% | +21.5% | -19.2% | -1.9% |
| 6M | +16.9% | +24.0% | -7.1% | +11.1% |
| YTD | +15.6% | +88.2% | -72.6% | +0.9% |
| 1Y | +22.6% | +74.8% | -52.2% | +8.4% |
| 3Y | +93.5% | +105.1% | -11.6% | +63.0% |
| 5Y | +93.9% | +572.2% | -478.3% | +23.0% |
| 10Y | +564.6% | +692.7% | -128.2% | +256.7% |
| All | +836.4% | +1,916.3% | -1,079.9% | +198.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PBR.
Daily Out/Under-Performance
Portfolio return minus PBR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBR 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 PBR 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