+140.8%
PH vs QID
-74.5%
+215.3%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -1.0% | -0.6% |
| 7D | +0.4% | -2.7% | +3.1% | -0.7% |
| 30D | -10.8% | +1.8% | -12.6% | -10.1% |
| 3M | +8.5% | -2.2% | +10.6% | +8.7% |
| 6M | +3.9% | -32.1% | +36.1% | -10.6% |
| YTD | +9.4% | -28.6% | +38.0% | -3.4% |
| 1Y | +26.8% | -36.3% | +63.1% | +6.7% |
| 3Y | +140.8% | -74.4% | +215.2% | +48.6% |
| All | +140.8% | -74.5% | +215.3% | +48.6% |
Cumulative growth
Daily Returns
Daily percentage return beside QID.
Daily Out/Under-Performance
Portfolio return minus QID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QID 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 3y: compounded portfolio wealth divided by compounded QID 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…
3y analysis · Full analysis span regression · 6 months rolling