+250.3%
QCOM vs PH
+804.1%
-553.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.2% |
| 7D | +3.3% | -3.1% | +6.4% | +5.1% |
| 30D | +7.7% | -3.2% | +10.9% | +9.4% |
| 3M | -30.1% | +10.6% | -40.6% | -34.1% |
| 6M | +22.8% | -2.1% | +25.0% | +22.8% |
| YTD | +0.2% | +10.2% | -10.0% | -6.6% |
| 1Y | +7.9% | +28.2% | -20.4% | -8.2% |
| 3Y | +55.8% | +134.9% | -79.1% | -6.8% |
| 5Y | +30.1% | +253.6% | -223.6% | -38.4% |
| All | +250.3% | +804.1% | -553.8% | +5.8% |
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