+95.7%
QQQ vs PG
+14.0%
+81.7%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.6% | -0.7% | +0.6% |
| 7D | -0.6% | -0.8% | +0.2% | -0.4% |
| 30D | -1.2% | +0.8% | -2.0% | -1.4% |
| 3M | -0.2% | -1.3% | +1.1% | -0.1% |
| 6M | +17.9% | -3.8% | +21.7% | +18.6% |
| YTD | +16.6% | +3.6% | +13.0% | +14.9% |
| 1Y | +23.0% | -5.7% | +28.7% | +24.2% |
| 3Y | +92.9% | +1.6% | +91.4% | +85.0% |
| All | +95.7% | +14.0% | +81.7% | +77.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PG.
Daily Out/Under-Performance
Portfolio return minus PG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PG 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 PG 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