+251.9%
QCOM vs PHM
+669.9%
-417.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.0% | +2.3% | +1.0% |
| 7D | +13.0% | -6.1% | +19.1% | +15.5% |
| 30D | +0.2% | +13.7% | -13.6% | -4.8% |
| 3M | +9.2% | -1.5% | +10.8% | +9.3% |
| 6M | -15.0% | +11.3% | -26.3% | -19.3% |
| YTD | +5.2% | +8.9% | -3.7% | -0.3% |
| 1Y | +2.4% | +6.1% | -3.7% | -2.1% |
| 3Y | +52.0% | +57.7% | -5.7% | +21.0% |
| 5Y | +19.7% | +159.0% | -139.2% | -23.0% |
| All | +251.9% | +669.9% | -417.9% | +65.6% |
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