+117.1%
QQQ vs PL
+84.9%
+32.2%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.3% | +1.4% | +0.3% |
| 7D | +0.4% | -9.3% | +9.7% | +1.4% |
| 30D | +0.2% | -18.9% | +19.2% | +2.5% |
| 3M | -2.8% | -58.4% | +55.6% | +5.9% |
| 6M | +18.0% | -30.3% | +48.3% | +19.8% |
| YTD | +17.3% | -8.1% | +25.4% | +14.6% |
| 1Y | +25.6% | +180.5% | -154.9% | +4.7% |
| 3Y | +93.7% | +444.1% | -350.4% | +37.5% |
| 5Y | +94.2% | +83.0% | +11.1% | +45.4% |
| All | +117.1% | +84.9% | +32.2% | +62.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling