+2,645.7%
PH vs QID
-100.0%
+2,745.7%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.5% | -2.1% | -1.3% |
| 7D | +7.4% | -11.8% | +19.2% | +1.4% |
| 30D | +0.5% | +14.2% | -13.7% | +8.2% |
| 3M | -10.2% | +8.8% | -19.0% | -5.2% |
| 6M | +8.9% | +1.5% | +7.4% | +12.7% |
| YTD | +9.7% | -23.8% | +33.4% | 0.0% |
| 1Y | +12.8% | -22.0% | +34.8% | +4.4% |
| 3Y | +134.6% | -71.9% | +206.5% | +48.5% |
| 5Y | +204.5% | -77.6% | +282.1% | +105.8% |
| 10Y | +697.5% | -99.1% | +796.6% | +41.6% |
| All | +2,645.7% | -100.0% | +2,745.7% | +22.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling