+152.0%
QQQM vs PH
+374.1%
-222.1%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.7% | -0.8% | +0.2% |
| 7D | -0.6% | -1.3% | +0.7% | 0.0% |
| 30D | -1.2% | -11.0% | +9.8% | +3.6% |
| 3M | -0.1% | +5.5% | -5.6% | -2.7% |
| 6M | +18.0% | +1.5% | +16.5% | +16.2% |
| YTD | +16.7% | +8.8% | +7.9% | +11.2% |
| 1Y | +23.0% | +24.5% | -1.4% | +10.1% |
| 3Y | +93.3% | +141.2% | -47.8% | +27.5% |
| 5Y | +96.3% | +256.3% | -160.0% | +7.8% |
| All | +152.0% | +374.1% | -222.1% | +34.0% |
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