+1,542.6%
QLD vs PHM
+669.9%
+872.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.0% | +1.4% | +0.5% |
| 7D | +12.5% | -6.1% | +18.6% | +16.4% |
| 30D | -15.7% | +13.7% | -29.4% | -22.4% |
| 3M | -11.9% | -1.5% | -10.4% | -12.3% |
| 6M | -10.3% | +11.3% | -21.5% | -17.7% |
| YTD | +15.6% | +8.9% | +6.7% | +5.9% |
| 1Y | +12.1% | +6.1% | +6.0% | +3.9% |
| 3Y | +150.7% | +57.7% | +93.0% | +70.4% |
| 5Y | +86.6% | +159.0% | -72.3% | -7.5% |
| All | +1,542.6% | +669.9% | +872.7% | +390.9% |
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