+11.2%
QCOM vs PH
+197.3%
-186.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +2.9% | +2.7% | +3.8% |
| 7D | +0.4% | +2.0% | -1.6% | -1.0% |
| 30D | -6.6% | -3.7% | -2.9% | -4.6% |
| 3M | +3.7% | -14.0% | +17.7% | +13.5% |
| 6M | -13.3% | +2.1% | -15.4% | -15.2% |
| YTD | -1.8% | +5.1% | -6.8% | -7.1% |
| 1Y | -2.5% | +10.9% | -13.5% | -11.1% |
| 3Y | +47.0% | +132.9% | -86.0% | -21.3% |
| All | +11.2% | +197.3% | -186.1% | -52.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling