+245.8%
QCOM vs PH
+725.6%
-479.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.8% | +1.0% | +1.3% |
| 7D | +2.0% | +6.9% | -4.9% | -1.6% |
| 30D | +1.2% | +1.7% | -0.4% | +0.2% |
| 3M | +9.1% | -8.1% | +17.3% | +14.1% |
| 6M | -25.0% | +11.5% | -36.5% | -29.7% |
| YTD | +4.8% | +11.4% | -6.5% | -3.0% |
| 1Y | +3.6% | +14.1% | -10.5% | -5.5% |
| 3Y | +51.5% | +138.2% | -86.8% | -10.3% |
| 5Y | +19.7% | +216.0% | -196.3% | -40.6% |
| 10Y | +245.8% | +710.0% | -464.1% | +8.1% |
| All | +245.8% | +725.6% | -479.8% | +8.1% |
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