+92.9%
QQQ vs PNR
-14.5%
+107.4%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.3% | +1.1% | +1.0% |
| 7D | -0.6% | -6.0% | +5.5% | +1.4% |
| 30D | -1.2% | -14.0% | +12.8% | +3.5% |
| 3M | -0.2% | -21.7% | +21.5% | +6.8% |
| 6M | +17.9% | -37.3% | +55.2% | +36.4% |
| YTD | +16.6% | -45.1% | +61.8% | +41.3% |
| 1Y | +23.0% | -49.1% | +72.1% | +53.6% |
| 3Y | +92.9% | -14.8% | +107.8% | +100.9% |
| All | +92.9% | -14.5% | +107.4% | +100.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 3y: compounded portfolio wealth divided by compounded PNR 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…
3y analysis · Full analysis span regression · 6 months rolling