+9,127.5%
QLD vs PH
+2,617.2%
+6,510.2%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.5% |
| 7D | +0.6% | -3.1% | +3.6% | +3.5% |
| 30D | -0.1% | -3.2% | +3.1% | +2.1% |
| 3M | -8.4% | +10.6% | -18.9% | -17.2% |
| 6M | +32.2% | -2.1% | +34.3% | +32.3% |
| YTD | +28.9% | +10.2% | +18.7% | +15.1% |
| 1Y | +43.8% | +28.2% | +15.6% | +10.5% |
| 3Y | +176.6% | +134.9% | +41.7% | +20.9% |
| 5Y | +121.6% | +253.6% | -132.1% | -32.0% |
| 10Y | +1,652.9% | +804.7% | +848.2% | +97.8% |
| All | +9,127.5% | +2,617.2% | +6,510.2% | +210.5% |
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