+7,256.1%
QLD vs PH
+2,418.8%
+4,837.3%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | -2.0% | -10.8% | -10.9% |
| 7D | -18.6% | -3.9% | -14.7% | -15.6% |
| 30D | -28.3% | -9.4% | -18.9% | -21.7% |
| 3M | -20.4% | -10.3% | -10.1% | -13.0% |
| 6M | -14.3% | +2.7% | -17.0% | -17.5% |
| YTD | +2.8% | +2.1% | +0.6% | -1.9% |
| 1Y | -1.2% | +16.2% | -17.4% | -17.1% |
| 3Y | +135.3% | +129.3% | +6.0% | +5.6% |
| 5Y | +62.6% | +191.7% | -129.2% | -40.5% |
| 10Y | +1,384.3% | +759.2% | +625.0% | +75.0% |
| All | +7,256.1% | +2,418.8% | +4,837.3% | +164.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling