+142.9%
QQQM vs P
+515.4%
-372.5%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.4% | -3.7% | -1.1% |
| 7D | +6.2% | +17.8% | -11.6% | +2.1% |
| 30D | -7.4% | -29.9% | +22.4% | -0.2% |
| 3M | -4.8% | -1.2% | -3.6% | -6.0% |
| 6M | -2.4% | +32.1% | -34.6% | -11.7% |
| YTD | +12.4% | +64.3% | -51.9% | -4.8% |
| 1Y | +11.4% | +24.3% | -12.9% | -0.7% |
| 3Y | +85.4% | +203.2% | -117.8% | +18.9% |
| 5Y | +80.3% | +290.4% | -210.1% | +4.0% |
| All | +142.9% | +515.4% | -372.5% | +22.3% |
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