+105.4%
QQQ vs PL
+46.6%
+58.7%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +14.5% | -11.0% | +1.9% |
| 7D | -0.3% | +10.9% | -11.1% | -1.6% |
| 30D | -9.6% | -16.4% | +6.8% | -8.0% |
| 3M | -5.9% | -39.9% | +34.0% | -1.0% |
| 6M | -4.3% | -63.2% | +58.9% | +5.1% |
| YTD | +11.0% | -27.1% | +38.1% | +10.8% |
| 1Y | +11.9% | +12.2% | -0.2% | +5.3% |
| 3Y | +86.7% | +584.3% | -497.6% | +26.6% |
| 5Y | +77.1% | +37.0% | +40.1% | +36.2% |
| All | +105.4% | +46.6% | +58.7% | +56.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 PL 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