+153.2%
QQQM vs PH
+376.9%
-223.7%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | +0.2% |
| 7D | +1.5% | +0.4% | +1.1% | +1.3% |
| 30D | -0.7% | -10.8% | +10.2% | +4.1% |
| 3M | +0.4% | +8.5% | -8.0% | -3.4% |
| 6M | +20.1% | +3.9% | +16.1% | +17.1% |
| YTD | +17.2% | +9.4% | +7.8% | +11.5% |
| 1Y | +24.7% | +26.8% | -2.0% | +10.7% |
| 3Y | +96.6% | +140.8% | -44.2% | +29.7% |
| 5Y | +95.0% | +253.8% | -158.8% | +7.0% |
| All | +153.2% | +376.9% | -223.7% | +34.3% |
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