+1,502.1%
QLD vs PHM
+670.5%
+831.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.1% | -2.5% | -2.5% |
| 7D | +7.0% | -4.1% | +11.1% | +9.5% |
| 30D | -14.3% | +16.1% | -30.5% | -22.1% |
| 3M | -16.0% | -2.5% | -13.5% | -15.9% |
| 6M | -14.2% | +12.9% | -27.1% | -21.9% |
| YTD | +12.8% | +9.0% | +3.7% | +3.2% |
| 1Y | +14.1% | +8.2% | +5.9% | +4.5% |
| 3Y | +146.0% | +58.4% | +87.5% | +66.7% |
| 5Y | +82.0% | +159.2% | -77.2% | -9.8% |
| All | +1,502.1% | +670.5% | +831.6% | +378.6% |
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