+152.5%
QQQM vs PHM
+158.2%
-5.6%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.7% | 0.0% |
| 7D | +1.0% | -3.9% | +4.9% | +2.1% |
| 30D | -0.6% | -8.6% | +7.9% | +1.7% |
| 3M | +1.3% | -2.9% | +4.2% | +1.6% |
| 6M | +18.2% | -5.7% | +23.9% | +19.1% |
| YTD | +16.9% | +1.9% | +15.1% | +14.7% |
| 1Y | +24.0% | -12.3% | +36.4% | +26.7% |
| 3Y | +96.0% | +50.8% | +45.3% | +60.7% |
| 5Y | +95.2% | +157.3% | -62.1% | +27.5% |
| All | +152.5% | +158.2% | -5.6% | +62.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PHM.
Daily Out/Under-Performance
Portfolio return minus PHM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PHM 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 PHM 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