+139.4%
QLD vs PHM
+64.3%
+75.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.0% | +4.5% | +3.2% |
| 7D | -10.3% | +6.2% | -16.5% | -12.1% |
| 30D | -26.1% | +17.9% | -44.0% | -30.3% |
| 3M | -17.8% | +2.5% | -20.2% | -18.7% |
| 6M | -15.6% | +10.8% | -26.4% | -19.4% |
| YTD | +5.4% | +13.7% | -8.3% | -1.3% |
| 1Y | +5.2% | +12.4% | -7.1% | -1.2% |
| 3Y | +139.4% | +65.6% | +73.8% | +73.3% |
| All | +139.4% | +64.3% | +75.1% | +73.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling