+77.5%
QQQ vs PR
+273.3%
-195.8%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.2% | -2.4% | -1.4% |
| 7D | +3.6% | +6.0% | -2.4% | +2.7% |
| 30D | -6.7% | -4.2% | -2.5% | -6.3% |
| 3M | -7.0% | +10.0% | -17.0% | -8.7% |
| 6M | -4.7% | +15.6% | -20.3% | -7.3% |
| YTD | +11.1% | +68.2% | -57.1% | +0.7% |
| 1Y | +12.3% | +79.2% | -66.9% | +0.6% |
| 3Y | +83.3% | +94.9% | -11.6% | +59.0% |
| All | +77.5% | +273.3% | -195.8% | +33.3% |
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