+204.5%
PH vs QID
-77.9%
+282.5%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.5% | -2.1% | -1.3% |
| 7D | +7.4% | -11.8% | +19.2% | +2.7% |
| 30D | +0.5% | +14.2% | -13.7% | +6.5% |
| 3M | -10.2% | +8.8% | -19.0% | -6.3% |
| 6M | +8.9% | +1.5% | +7.4% | +12.0% |
| YTD | +9.7% | -23.8% | +33.4% | +2.0% |
| 1Y | +12.8% | -22.0% | +34.8% | +6.2% |
| 3Y | +134.6% | -71.9% | +206.5% | +64.8% |
| 5Y | +204.5% | -77.6% | +282.1% | +119.2% |
| All | +204.5% | -77.9% | +282.5% | +119.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling