+598.2%
QQQ vs PR
+169.5%
+428.8%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.6% | +1.8% | +0.3% |
| 7D | +0.4% | +2.9% | -2.6% | +0.2% |
| 30D | +0.2% | +18.0% | -17.8% | -0.7% |
| 3M | -2.8% | +16.9% | -19.7% | -3.8% |
| 6M | +18.0% | +28.2% | -10.2% | +16.1% |
| YTD | +17.3% | +69.3% | -52.0% | +13.5% |
| 1Y | +25.6% | +69.5% | -43.9% | +21.4% |
| 3Y | +93.7% | +81.7% | +12.0% | +85.6% |
| 5Y | +94.2% | +422.2% | -328.1% | +76.1% |
| 10Y | +557.9% | +110.4% | +447.5% | +577.9% |
| All | +598.2% | +169.5% | +428.8% | +611.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling