+46,613.4%
QCOM vs PH
+19,434.8%
+27,178.6%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | -2.0% | -7.5% | -8.6% |
| 7D | -15.5% | -3.9% | -11.6% | -13.8% |
| 30D | -13.4% | -9.4% | -4.0% | -9.4% |
| 3M | 0.0% | -10.3% | +10.4% | +4.9% |
| 6M | -15.2% | +2.7% | -17.9% | -16.6% |
| YTD | -6.9% | +2.1% | -9.1% | -9.0% |
| 1Y | -11.0% | +16.2% | -27.2% | -18.4% |
| 3Y | +39.8% | +129.3% | -89.5% | -7.1% |
| 5Y | +7.2% | +191.7% | -184.6% | -36.6% |
| 10Y | +207.7% | +759.2% | -551.6% | +6.7% |
| All | +46,613.4% | +19,434.8% | +27,178.6% | +5,978.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling