+517.9%
QQQ vs PR
+66.7%
+451.2%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.1% | +4.6% | +3.6% |
| 7D | -0.3% | -12.4% | +12.1% | +0.5% |
| 30D | -9.6% | -6.6% | -3.0% | -9.3% |
| 3M | -5.9% | +7.5% | -13.4% | -6.4% |
| 6M | -4.3% | +10.8% | -15.1% | -5.0% |
| YTD | +11.0% | +57.0% | -46.1% | +7.7% |
| 1Y | +11.9% | +67.9% | -56.0% | +8.2% |
| 3Y | +86.7% | +87.6% | -0.9% | +78.6% |
| 5Y | +77.1% | +220.4% | -143.3% | +63.3% |
| 10Y | +517.9% | +64.8% | +453.1% | +550.0% |
| All | +517.9% | +66.7% | +451.2% | +550.0% |
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