+1,917.4%
QQQ vs PM
+752.6%
+1,164.8%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.0% | +2.1% | +0.9% |
| 7D | +0.4% | -4.9% | +5.2% | +2.2% |
| 30D | +0.2% | -3.4% | +3.6% | +1.4% |
| 3M | -2.8% | +5.2% | -8.0% | -5.5% |
| 6M | +18.0% | +3.7% | +14.3% | +14.4% |
| YTD | +17.3% | +15.8% | +1.5% | +8.5% |
| 1Y | +25.6% | +17.4% | +8.2% | +14.8% |
| 3Y | +93.7% | +116.9% | -23.2% | +30.8% |
| 5Y | +94.2% | +117.3% | -23.2% | +28.7% |
| 10Y | +557.9% | +193.8% | +364.1% | +254.0% |
| All | +1,917.4% | +752.6% | +1,164.8% | +445.3% |
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