+48.9%
QCOM vs PH
+139.6%
-90.7%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.9% | +0.3% | +0.7% |
| 7D | +5.5% | +2.1% | +3.4% | +4.2% |
| 30D | -1.1% | +0.3% | -1.4% | -1.4% |
| 3M | +7.6% | -8.8% | +16.4% | +12.8% |
| 6M | -20.1% | +10.0% | -30.1% | -24.7% |
| YTD | +3.0% | +10.5% | -7.4% | -4.9% |
| 1Y | +3.2% | +15.5% | -12.3% | -7.3% |
| 3Y | +48.9% | +136.4% | -87.5% | -6.8% |
| All | +48.9% | +139.6% | -90.7% | -6.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling