+1,108.0%
QQQ vs PSX
+1,159.1%
-51.1%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.6% | -1.7% | -0.4% |
| 7D | +1.5% | +2.8% | -1.3% | +0.9% |
| 30D | -0.6% | +27.8% | -28.4% | -6.2% |
| 3M | +0.4% | +42.0% | -41.6% | -7.7% |
| 6M | +20.1% | +58.1% | -38.1% | +7.0% |
| YTD | +17.2% | +105.0% | -87.8% | -2.2% |
| 1Y | +24.7% | +104.9% | -80.2% | +3.7% |
| 3Y | +96.2% | +134.1% | -37.9% | +54.9% |
| 5Y | +94.4% | +363.8% | -269.4% | +25.7% |
| 10Y | +556.7% | +370.1% | +186.6% | +292.0% |
| All | +1,108.0% | +1,159.1% | -51.1% | +483.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling