+8,175.3%
QLD vs PHM
+459.8%
+7,715.5%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.0% | +1.4% | +0.3% |
| 7D | +12.5% | -6.1% | +18.6% | +15.9% |
| 30D | -15.7% | +13.7% | -29.4% | -21.5% |
| 3M | -11.9% | -1.5% | -10.4% | -12.3% |
| 6M | -10.3% | +11.3% | -21.5% | -16.6% |
| YTD | +15.6% | +8.9% | +6.7% | +7.5% |
| 1Y | +12.1% | +6.1% | +6.0% | +5.3% |
| 3Y | +150.7% | +57.7% | +93.0% | +85.4% |
| 5Y | +86.6% | +159.0% | -72.3% | +9.6% |
| 10Y | +1,509.7% | +676.2% | +833.6% | +435.9% |
| All | +8,175.3% | +459.8% | +7,715.5% | +2,195.9% |
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 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