+152.0%
QQQM vs PNR
+22.3%
+129.7%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.3% | +1.2% | +1.0% |
| 7D | -0.6% | -6.0% | +5.5% | +1.9% |
| 30D | -1.2% | -14.0% | +12.8% | +4.7% |
| 3M | -0.1% | -21.7% | +21.6% | +8.7% |
| 6M | +18.0% | -37.3% | +55.2% | +40.3% |
| YTD | +16.7% | -45.1% | +61.8% | +46.2% |
| 1Y | +23.0% | -49.1% | +72.2% | +59.3% |
| 3Y | +93.3% | -14.8% | +108.2% | +93.9% |
| 5Y | +96.3% | -21.0% | +117.3% | +81.8% |
| All | +152.0% | +22.3% | +129.7% | +112.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 PNR 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