+153.2%
QQQM vs P
+465.3%
-312.1%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.6% | -1.7% | -0.5% |
| 7D | +1.5% | +7.8% | -6.4% | -0.3% |
| 30D | -0.7% | +12.3% | -13.0% | -4.1% |
| 3M | +0.4% | +37.1% | -36.7% | -8.1% |
| 6M | +20.1% | +66.1% | -46.0% | +3.4% |
| YTD | +17.2% | +50.9% | -33.7% | +2.5% |
| 1Y | +24.7% | +27.2% | -2.5% | +11.3% |
| 3Y | +96.6% | +158.7% | -62.1% | +33.1% |
| 5Y | +95.0% | +291.1% | -196.1% | +13.6% |
| All | +153.2% | +465.3% | -312.1% | +31.6% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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