+91.8%
QLD vs PHM
+166.4%
-74.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.8% | +5.5% | +5.1% |
| 7D | -1.2% | -4.8% | +3.6% | +1.7% |
| 30D | -15.7% | +16.5% | -32.2% | -23.9% |
| 3M | -10.0% | -2.0% | -8.0% | -10.1% |
| 6M | -11.2% | +12.7% | -23.9% | -19.7% |
| YTD | +16.4% | +11.2% | +5.2% | +4.1% |
| 1Y | +12.7% | +7.7% | +4.9% | +2.5% |
| 3Y | +152.3% | +60.9% | +91.4% | +47.2% |
| 5Y | +91.8% | +167.7% | -75.9% | -36.3% |
| All | +91.8% | +166.4% | -74.6% | -36.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling