+1,564.8%
QQQ vs PNR
+690.8%
+874.0%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.9% | +1.6% | +0.5% |
| 7D | +1.0% | -3.9% | +4.9% | +2.5% |
| 30D | -0.6% | -13.8% | +13.2% | +5.2% |
| 3M | +1.3% | -22.5% | +23.8% | +10.7% |
| 6M | +18.1% | -37.2% | +55.3% | +39.6% |
| YTD | +16.9% | -44.2% | +61.1% | +44.0% |
| 1Y | +24.0% | -46.6% | +70.6% | +55.3% |
| 3Y | +95.6% | -12.5% | +108.1% | +97.8% |
| 5Y | +94.5% | -19.3% | +113.9% | +100.2% |
| 10Y | +571.7% | +67.5% | +504.2% | +394.1% |
| All | +1,564.8% | +690.8% | +874.0% | +541.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling