+94.6%
QQQM vs PM
+132.4%
-37.8%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.2% | -3.3% | -1.3% |
| 7D | -1.3% | +1.9% | -3.2% | -1.4% |
| 30D | -1.4% | +1.9% | -3.3% | -1.5% |
| 3M | +2.2% | +4.6% | -2.4% | +1.6% |
| 6M | +16.9% | +11.7% | +5.2% | +15.0% |
| YTD | +15.7% | +20.4% | -4.7% | +12.4% |
| 1Y | +22.7% | +19.0% | +3.7% | +19.4% |
| 3Y | +93.9% | +130.4% | -36.4% | +58.1% |
| 5Y | +94.6% | +131.5% | -36.9% | +58.5% |
| All | +94.6% | +132.4% | -37.8% | +58.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling