+82.7%
QQQM vs PL
+38.8%
+43.9%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.5% | +1.8% | +2.2% |
| 7D | -0.2% | +13.4% | -13.6% | -1.7% |
| 30D | -7.5% | -10.2% | +2.7% | -6.6% |
| 3M | -3.8% | -39.5% | +35.7% | +1.1% |
| 6M | -3.0% | -65.7% | +62.7% | +7.2% |
| YTD | +12.8% | -27.3% | +40.1% | +12.6% |
| 1Y | +11.6% | +15.0% | -3.4% | +4.8% |
| 3Y | +85.9% | +560.8% | -474.9% | +27.1% |
| 5Y | +82.7% | +38.4% | +44.3% | +42.4% |
| All | +82.7% | +38.8% | +43.9% | +42.4% |
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