+1,418.0%
QLD vs PHM
+746.3%
+671.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +2.6% | +4.2% | +5.4% |
| 7D | -1.4% | +3.5% | -4.9% | -3.4% |
| 30D | -19.6% | +21.2% | -40.8% | -28.4% |
| 3M | -14.1% | +2.5% | -16.6% | -16.4% |
| 6M | -13.6% | +16.1% | -29.7% | -22.5% |
| YTD | +12.5% | +16.6% | -4.1% | -0.6% |
| 1Y | +13.1% | +14.4% | -1.3% | +0.6% |
| 3Y | +154.7% | +71.9% | +82.8% | +65.4% |
| 5Y | +81.1% | +174.3% | -93.3% | -12.7% |
| 10Y | +1,418.0% | +744.0% | +674.0% | +358.0% |
| All | +1,418.0% | +746.3% | +671.6% | +358.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PHM.
Daily Out/Under-Performance
Portfolio return minus PHM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PHM 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 10y: compounded portfolio wealth divided by compounded PHM 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…
10y analysis · Full analysis span regression · 6 months rolling