+230.9%
QCOM vs PH
+778.3%
-547.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +4.2% | -0.6% | +1.3% |
| 7D | +5.8% | +3.0% | +2.7% | +4.0% |
| 30D | -2.3% | -0.6% | -1.7% | -2.1% |
| 3M | +2.7% | -10.7% | +13.4% | +9.1% |
| 6M | -21.0% | +9.1% | -30.1% | -25.1% |
| YTD | +1.8% | +9.5% | -7.7% | -4.9% |
| 1Y | +2.4% | +14.0% | -11.6% | -6.5% |
| 3Y | +52.1% | +138.9% | -86.7% | -9.8% |
| 5Y | +14.6% | +209.1% | -194.5% | -42.3% |
| 10Y | +230.9% | +737.3% | -506.4% | +9.8% |
| All | +230.9% | +778.3% | -547.4% | +9.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling