+1,481.8%
QQQ vs PH
+5,942.8%
-4,461.0%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | +3.6% | +4.3% | -0.7% | +1.7% |
| 30D | -6.7% | +0.1% | -6.9% | -7.0% |
| 3M | -7.0% | -9.4% | +2.3% | -3.2% |
| 6M | -4.7% | +8.8% | -13.4% | -8.8% |
| YTD | +11.1% | +9.6% | +1.4% | +5.1% |
| 1Y | +12.3% | +14.4% | -2.2% | +4.2% |
| 3Y | +83.3% | +134.5% | -51.2% | +21.0% |
| 5Y | +77.5% | +204.4% | -127.0% | +2.6% |
| 10Y | +528.3% | +697.3% | -169.0% | +115.3% |
| All | +1,481.8% | +5,942.8% | -4,461.0% | +94.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling