+91.3%
QQQ vs PSX
+132.2%
-40.9%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.2% | -0.9% |
| 7D | -1.3% | +1.5% | -2.8% | -1.5% |
| 30D | -1.4% | +15.8% | -17.2% | -3.6% |
| 3M | +2.3% | +43.0% | -40.7% | -3.5% |
| 6M | +16.9% | +61.1% | -44.2% | +7.1% |
| YTD | +15.6% | +104.5% | -88.9% | 0.0% |
| 1Y | +22.6% | +102.5% | -79.9% | +5.9% |
| All | +91.3% | +132.2% | -40.9% | +51.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PSX.
Daily Out/Under-Performance
Portfolio return minus PSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSX 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 3y: compounded portfolio wealth divided by compounded PSX 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…
3y analysis · Full analysis span regression · 6 months rolling