+95.0%
QQQM vs PL
+79.0%
+16.0%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.7% | +1.6% | +0.1% |
| 7D | +1.5% | -7.5% | +9.0% | +2.3% |
| 30D | -0.7% | -25.6% | +24.9% | +2.5% |
| 3M | +0.4% | -45.6% | +46.0% | +6.7% |
| 6M | +20.1% | -29.5% | +49.6% | +21.7% |
| YTD | +17.2% | -9.7% | +26.9% | +14.8% |
| 1Y | +24.7% | +84.4% | -59.6% | +10.8% |
| 3Y | +96.6% | +550.0% | -453.4% | +36.0% |
| 5Y | +95.0% | +79.0% | +16.0% | +44.0% |
| All | +95.0% | +79.0% | +16.0% | +44.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling