+48.4%
QCOM vs PHM
+59.3%
-10.9%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.1% | -2.7% | -2.7% |
| 7D | +4.3% | -4.1% | +8.4% | +5.5% |
| 30D | -0.1% | +16.1% | -16.2% | -4.8% |
| 3M | +5.2% | -2.5% | +7.7% | +5.6% |
| 6M | -18.4% | +12.9% | -31.3% | -22.3% |
| YTD | +2.4% | +9.0% | -6.6% | -2.4% |
| 1Y | +0.9% | +8.2% | -7.3% | -3.7% |
| 3Y | +48.4% | +58.4% | -10.1% | +19.6% |
| All | +48.4% | +59.3% | -10.9% | +19.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling