+51.8%
QQQI vs PR
+91.4%
-39.6%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.2% | -2.2% | -1.2% |
| 7D | +3.3% | +6.0% | -2.6% | +2.5% |
| 30D | -5.8% | -4.2% | -1.6% | -5.4% |
| 3M | -5.0% | +10.0% | -15.0% | -6.7% |
| 6M | -3.2% | +15.6% | -18.8% | -5.9% |
| YTD | +6.8% | +68.2% | -61.4% | -4.6% |
| 1Y | +9.0% | +79.2% | -70.2% | -4.2% |
| All | +51.8% | +91.4% | -39.6% | +29.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling