I've changed the frequency from 2 hertz to 100 hertz and sure, it's not pulsing anymore, but it's not tripled like it should be, it's only doubled (given two lines are feeding to the same output)... the schematic from his video shows one data pulse line connecting to two capacitors... as in he's claiming that you can triple the voltage via capacitors, not just adding two voltages... so someone's going to have to tell me what I'm not doing correctly. Thanks
Watch Dave's video again and also listen...
Pay attention to what load values, PWM frequency and capacitor values he uses.
Also pay attention to how the behavior of the circuit changes if he changes one of those parameters.
Especially note what happens when he decreases the PWM frequency. Note that he starts with 10kHz, and goes down to 1kHz. Look at the scope when that happens. From this observation, extrapolate what happens when you go down further to 100Hz.
Also pay attention to what Dave says about the problems this circuit has with maintaing a 3x voltage when the load is not high enough and how a higher/lower value of the capacitors affects the behavior of the circuit.