+86.4%
QQQM vs PL
+560.8%
-474.4%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.5% | +1.8% | +2.2% |
| 7D | -0.2% | +13.4% | -13.6% | -1.5% |
| 30D | -7.5% | -10.2% | +2.7% | -6.8% |
| 3M | -3.8% | -39.5% | +35.7% | +0.1% |
| 6M | -3.0% | -65.7% | +62.7% | +5.0% |
| YTD | +12.8% | -27.3% | +40.1% | +13.0% |
| 1Y | +11.6% | +15.0% | -3.4% | +6.7% |
| All | +86.4% | +560.8% | -474.4% | +42.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling