+534.7%
QQQ vs PH
+700.2%
-165.5%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | +3.6% | +4.3% | -0.7% | +1.8% |
| 30D | -6.7% | +0.1% | -6.9% | -6.9% |
| 3M | -7.0% | -9.4% | +2.3% | -3.4% |
| 6M | -4.7% | +8.8% | -13.4% | -8.6% |
| YTD | +11.1% | +9.6% | +1.4% | +5.4% |
| 1Y | +12.3% | +14.4% | -2.2% | +4.5% |
| 3Y | +83.3% | +134.5% | -51.2% | +23.2% |
| 5Y | +77.5% | +204.4% | -127.0% | +4.5% |
| All | +534.7% | +700.2% | -165.5% | +152.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PH.
Daily Out/Under-Performance
Portfolio return minus PH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PH 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 PH 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