+93.9%
QQQ vs PSX
+357.6%
-263.7%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -3.7% |
| 3M | +2.3% | +43.0% | -40.7% | -3.8% |
| 6M | +16.9% | +61.1% | -44.2% | +7.0% |
| YTD | +15.6% | +104.5% | -88.9% | +0.7% |
| 1Y | +22.6% | +102.5% | -79.9% | +6.7% |
| 3Y | +93.5% | +133.5% | -40.0% | +59.9% |
| 5Y | +93.9% | +367.0% | -273.0% | +42.4% |
| All | +93.9% | +357.6% | -263.7% | +42.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling