+96.4%
QQQM vs PH
+251.9%
-155.5%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.7% | -0.8% | +0.1% |
| 7D | -0.6% | -1.3% | +0.7% | 0.0% |
| 30D | -1.2% | -11.0% | +9.8% | +4.2% |
| 3M | -0.1% | +5.5% | -5.6% | -3.1% |
| 6M | +18.0% | +1.5% | +16.5% | +15.9% |
| YTD | +16.7% | +8.8% | +7.9% | +10.4% |
| 1Y | +23.0% | +24.5% | -1.4% | +8.2% |
| 3Y | +93.3% | +141.2% | -47.8% | +17.1% |
| All | +96.4% | +251.9% | -155.5% | -7.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling