+93.3%
QQQM vs PBR
+99.7%
-6.4%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.8% | +1.7% | +1.0% |
| 7D | -0.6% | +5.4% | -5.9% | -1.1% |
| 30D | -1.2% | +22.9% | -24.1% | -3.4% |
| 3M | -0.1% | +19.6% | -19.7% | -2.1% |
| 6M | +18.0% | +16.5% | +1.5% | +15.2% |
| YTD | +16.7% | +86.7% | -70.0% | +5.3% |
| 1Y | +23.0% | +74.7% | -51.7% | +12.1% |
| 3Y | +93.3% | +102.6% | -9.2% | +68.5% |
| All | +93.3% | +99.7% | -6.4% | +68.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PBR.
Daily Out/Under-Performance
Portfolio return minus PBR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBR 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 3y: compounded portfolio wealth divided by compounded PBR 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…
3y analysis · Full analysis span regression · 6 months rolling