-2.5%
QCOM vs PH
+11.6%
-14.1%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +2.9% | +2.7% | +4.5% |
| 7D | +0.4% | +2.0% | -1.6% | -0.5% |
| 30D | -6.6% | -3.7% | -2.9% | -5.6% |
| 3M | +3.7% | -14.0% | +17.7% | +8.6% |
| 6M | -13.3% | +2.1% | -15.4% | -13.9% |
| YTD | -1.8% | +5.1% | -6.8% | -7.5% |
| 1Y | -2.5% | +10.9% | -13.5% | -12.3% |
| All | -2.5% | +11.6% | -14.1% | -12.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling