+568.8%
PHM vs QSR
+206.0%
+362.9%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.6% | +0.7% | 0.0% |
| 7D | -3.9% | -2.4% | -1.5% | -2.5% |
| 30D | -8.6% | +5.7% | -14.2% | -11.5% |
| 3M | -2.9% | +6.9% | -9.9% | -6.7% |
| 6M | -5.7% | +6.9% | -12.6% | -9.7% |
| YTD | +1.9% | +14.9% | -13.0% | -6.7% |
| 1Y | -12.3% | +29.1% | -41.4% | -24.9% |
| 3Y | +50.8% | +26.1% | +24.6% | +28.2% |
| 5Y | +157.3% | +42.3% | +115.0% | +102.3% |
| 10Y | +566.5% | +134.0% | +432.6% | +279.2% |
| All | +568.8% | +206.0% | +362.9% | +245.9% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 QSR 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