+176.1%
QLD vs PH
+134.7%
+41.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.5% |
| 7D | +0.6% | -3.1% | +3.6% | +3.1% |
| 30D | -0.1% | -3.2% | +3.1% | +1.9% |
| 3M | -8.4% | +10.6% | -18.9% | -16.4% |
| 6M | +32.2% | -2.1% | +34.3% | +32.6% |
| YTD | +28.9% | +10.2% | +18.7% | +15.9% |
| 1Y | +43.8% | +28.2% | +15.6% | +11.6% |
| All | +176.1% | +134.7% | +41.3% | +34.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PH.
Daily Out/Under-Performance
Portfolio return minus PH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PH 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 PH 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