+30.9%
QCOM vs PH
+254.3%
-223.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.2% |
| 7D | +3.3% | -3.1% | +6.4% | +5.3% |
| 30D | +7.7% | -3.2% | +10.9% | +9.6% |
| 3M | -30.1% | +10.6% | -40.6% | -34.7% |
| 6M | +22.8% | -2.1% | +25.0% | +22.7% |
| YTD | +0.2% | +10.2% | -10.0% | -7.9% |
| 1Y | +7.9% | +28.2% | -20.4% | -11.1% |
| 3Y | +55.8% | +134.9% | -79.1% | -17.8% |
| All | +30.9% | +254.3% | -223.4% | -50.5% |
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