+12.3%
QQQ vs PM
+32.3%
-20.0%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.2% | -2.4% | -1.0% |
| 7D | +3.6% | +0.5% | +3.1% | +3.7% |
| 30D | -6.7% | -3.2% | -3.5% | -6.9% |
| 3M | -7.0% | +6.2% | -13.3% | -5.8% |
| 6M | -4.7% | +7.7% | -12.3% | -2.8% |
| YTD | +11.1% | +27.3% | -16.2% | +14.6% |
| 1Y | +12.3% | +32.8% | -20.5% | +17.0% |
| All | +12.3% | +32.3% | -20.0% | +17.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PM.
Daily Out/Under-Performance
Portfolio return minus PM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PM 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 1y: compounded portfolio wealth divided by compounded PM 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…
1y analysis · Full analysis span regression · 6 months rolling