+556.7%
QQQ vs PR
+101.2%
+455.5%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.2% | -1.3% | -0.2% |
| 7D | +1.5% | -0.6% | +2.1% | +1.5% |
| 30D | -0.6% | +17.4% | -18.0% | -1.6% |
| 3M | +0.4% | +21.8% | -21.3% | -0.8% |
| 6M | +20.1% | +27.6% | -7.5% | +18.1% |
| YTD | +17.2% | +71.4% | -54.2% | +13.3% |
| 1Y | +24.7% | +78.3% | -53.6% | +20.2% |
| 3Y | +96.2% | +85.5% | +10.7% | +87.7% |
| 5Y | +94.4% | +422.7% | -328.3% | +76.2% |
| 10Y | +556.7% | +87.1% | +469.6% | +586.8% |
| All | +556.7% | +101.2% | +455.5% | +586.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 10y: compounded portfolio wealth divided by compounded PR 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…
10y analysis · Full analysis span regression · 6 months rolling