+1,809.8%
QQQ vs PM
+837.3%
+972.5%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.2% | -2.4% | -1.6% |
| 7D | +3.6% | +0.5% | +3.1% | +3.4% |
| 30D | -6.7% | -3.2% | -3.5% | -5.7% |
| 3M | -7.0% | +6.2% | -13.3% | -9.6% |
| 6M | -4.7% | +7.7% | -12.3% | -8.5% |
| YTD | +11.1% | +27.3% | -16.2% | -1.2% |
| 1Y | +12.3% | +32.8% | -20.5% | -2.1% |
| 3Y | +83.3% | +150.0% | -66.7% | +16.7% |
| 5Y | +77.5% | +164.2% | -86.8% | +8.1% |
| 10Y | +528.3% | +265.7% | +262.6% | +203.7% |
| All | +1,809.8% | +837.3% | +972.5% | +396.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling