+153.5%
QQQM vs PR
+3,922.1%
-3,768.6%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.6% | +1.8% | +0.3% |
| 7D | +0.4% | +2.9% | -2.5% | +0.1% |
| 30D | +0.2% | +18.0% | -17.8% | -1.3% |
| 3M | -2.8% | +16.9% | -19.7% | -4.3% |
| 6M | +18.1% | +28.2% | -10.1% | +15.0% |
| YTD | +17.4% | +69.3% | -52.0% | +11.2% |
| 1Y | +25.7% | +69.5% | -43.8% | +18.8% |
| 3Y | +94.1% | +81.7% | +12.4% | +80.5% |
| 5Y | +94.9% | +422.2% | -327.4% | +70.0% |
| All | +153.5% | +3,922.1% | -3,768.6% | +122.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 PR 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