+263.7%
QCOM vs PHM
+540.0%
-276.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -3.5% | +6.7% | +4.4% |
| 7D | +5.1% | -2.5% | +7.5% | +5.9% |
| 30D | +4.3% | -9.7% | +13.9% | +8.0% |
| 3M | -19.6% | +2.2% | -21.8% | -20.9% |
| 6M | +29.5% | -5.7% | +35.2% | +30.6% |
| YTD | +3.4% | +2.8% | +0.5% | +0.5% |
| 1Y | +10.9% | -14.4% | +25.3% | +15.1% |
| 3Y | +74.8% | +52.2% | +22.6% | +41.5% |
| 5Y | +36.2% | +154.3% | -118.1% | -10.9% |
| 10Y | +263.7% | +545.9% | -282.1% | +89.7% |
| All | +263.7% | +540.0% | -276.3% | +89.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PHM.
Daily Out/Under-Performance
Portfolio return minus PHM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PHM 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 10y: compounded portfolio wealth divided by compounded PHM 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…
10y analysis · Full analysis span regression · 6 months rolling