+152.0%
QQQM vs PM
+216.7%
-64.7%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.7% | +0.2% | +0.8% |
| 7D | -0.6% | +4.7% | -5.2% | -1.0% |
| 30D | -1.2% | +2.6% | -3.8% | -1.5% |
| 3M | -0.1% | +6.6% | -6.7% | -0.9% |
| 6M | +18.0% | +16.5% | +1.5% | +15.3% |
| YTD | +16.7% | +21.2% | -4.5% | +13.3% |
| 1Y | +23.0% | +17.9% | +5.1% | +19.9% |
| 3Y | +93.3% | +129.8% | -36.5% | +60.2% |
| 5Y | +96.3% | +133.0% | -36.8% | +60.3% |
| All | +152.0% | +216.7% | -64.7% | +97.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PM.
Daily Out/Under-Performance
Portfolio return minus PM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PM 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 10y: compounded portfolio wealth divided by compounded PM 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…
10y analysis · Full analysis span regression · 6 months rolling