+12.3%
QQQM vs PL
-0.6%
+12.9%
-11.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -6.4% | +7.3% | +1.5% |
| 7D | -4.6% | -11.7% | +7.1% | -3.6% |
| 30D | -8.5% | -27.1% | +18.6% | -6.2% |
| 3M | -4.3% | -44.6% | +40.3% | 0.0% |
| 6M | +3.1% | -67.2% | +70.2% | +10.8% |
| YTD | +13.1% | -35.9% | +48.9% | +17.2% |
| 1Y | +12.3% | -0.4% | +12.7% | +13.8% |
| All | +12.3% | -0.6% | +12.9% | +13.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 1y: compounded portfolio wealth divided by compounded PL 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…
1y analysis · Full analysis span regression · 6 months rolling