+2.4%
QCOM vs PHM
+5.7%
-3.3%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.0% | +2.3% | +0.7% |
| 7D | +13.0% | -6.1% | +19.1% | +14.4% |
| 30D | +0.2% | +13.7% | -13.6% | -2.7% |
| 3M | +9.2% | -1.5% | +10.8% | +9.0% |
| 6M | -15.0% | +11.3% | -26.3% | -17.8% |
| YTD | +5.2% | +8.9% | -3.7% | -0.1% |
| 1Y | +2.4% | +6.1% | -3.7% | -1.7% |
| All | +2.4% | +5.7% | -3.3% | -1.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling