+117.9%
QQQM vs PL
+84.9%
+33.0%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.3% | +1.4% | +0.3% |
| 7D | +0.4% | -9.3% | +9.7% | +1.4% |
| 30D | +0.2% | -18.9% | +19.2% | +2.4% |
| 3M | -2.8% | -58.4% | +55.6% | +5.8% |
| 6M | +18.1% | -30.3% | +48.4% | +19.8% |
| YTD | +17.4% | -8.1% | +25.5% | +14.7% |
| 1Y | +25.7% | +180.5% | -154.8% | +4.9% |
| 3Y | +94.1% | +444.1% | -350.0% | +38.1% |
| 5Y | +94.9% | +83.0% | +11.8% | +46.4% |
| All | +117.9% | +84.9% | +33.0% | +63.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling