+81.1%
QLD vs PH
+208.5%
-127.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +4.2% | +2.6% | +2.8% |
| 7D | -1.4% | +3.0% | -4.5% | -4.1% |
| 30D | -19.6% | -0.6% | -19.0% | -19.2% |
| 3M | -14.1% | -10.7% | -3.4% | -4.7% |
| 6M | -13.6% | +9.1% | -22.7% | -21.9% |
| YTD | +12.5% | +9.5% | +3.0% | -0.5% |
| 1Y | +13.1% | +14.0% | -0.9% | -4.1% |
| 3Y | +154.7% | +138.9% | +15.8% | -4.8% |
| 5Y | +81.1% | +209.1% | -128.1% | -54.9% |
| All | +81.1% | +208.5% | -127.4% | -54.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling