+537.9%
QQQ vs PR
+152.6%
+385.3%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.9% | -0.5% | +1.3% |
| 7D | -5.0% | -16.4% | +11.4% | -4.1% |
| 30D | -13.4% | -1.9% | -11.5% | -13.4% |
| 3M | -8.1% | +8.0% | -16.1% | -8.6% |
| 6M | -5.5% | +4.1% | -9.6% | -5.9% |
| YTD | +7.2% | +58.7% | -51.5% | +4.0% |
| 1Y | +7.8% | +75.8% | -68.1% | +3.9% |
| 3Y | +80.7% | +73.2% | +7.6% | +73.6% |
| 5Y | +69.6% | +230.1% | -160.5% | +56.4% |
| 10Y | +517.8% | +67.4% | +450.4% | +536.5% |
| All | +537.9% | +152.6% | +385.3% | +551.5% |
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