+93.9%
QQQ vs PR
+433.6%
-339.7%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.6% | +1.8% | +0.4% |
| 7D | +0.4% | +2.9% | -2.6% | -0.1% |
| 30D | +0.2% | +18.0% | -17.8% | -2.2% |
| 3M | -2.8% | +16.9% | -19.7% | -5.3% |
| 6M | +18.0% | +28.2% | -10.2% | +12.9% |
| YTD | +17.3% | +69.3% | -52.0% | +7.1% |
| 1Y | +25.6% | +69.5% | -43.9% | +14.3% |
| 3Y | +93.7% | +81.7% | +12.0% | +71.0% |
| All | +93.9% | +433.6% | -339.7% | +44.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling