+3.2%
QCOM vs PH
+14.9%
-11.6%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.9% | +0.3% | +0.9% |
| 7D | +5.5% | +2.1% | +3.4% | +4.5% |
| 30D | -1.1% | +0.3% | -1.4% | -1.6% |
| 3M | +7.6% | -8.8% | +16.4% | +10.3% |
| 6M | -20.1% | +10.0% | -30.1% | -22.4% |
| YTD | +3.0% | +10.5% | -7.4% | -5.2% |
| 1Y | +3.2% | +15.5% | -12.3% | -8.3% |
| All | +3.2% | +14.9% | -11.6% | -8.3% |
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