+9,127.5%
QLD vs PHM
+447.8%
+8,679.7%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.3% |
| 7D | +0.6% | -3.2% | +3.8% | +2.2% |
| 30D | -0.1% | -6.4% | +6.3% | +3.0% |
| 3M | -8.4% | +5.5% | -13.9% | -11.6% |
| 6M | +32.2% | -5.4% | +37.7% | +34.3% |
| YTD | +28.9% | +6.6% | +22.3% | +22.4% |
| 1Y | +43.8% | -8.8% | +52.7% | +46.4% |
| 3Y | +176.6% | +54.1% | +122.5% | +108.5% |
| 5Y | +121.6% | +144.5% | -22.9% | +34.8% |
| 10Y | +1,652.9% | +569.4% | +1,083.5% | +530.0% |
| All | +9,127.5% | +447.8% | +8,679.7% | +2,514.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling