+49,194.2%
QCOM vs PHM
+7,323.9%
+41,870.3%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -2.0% | +7.5% | +6.0% |
| 7D | +0.4% | +6.2% | -5.8% | -1.2% |
| 30D | -6.6% | +17.9% | -24.6% | -10.5% |
| 3M | +3.7% | +2.5% | +1.2% | +2.8% |
| 6M | -13.3% | +10.8% | -24.1% | -16.1% |
| YTD | -1.8% | +13.7% | -15.5% | -6.0% |
| 1Y | -2.5% | +12.4% | -14.9% | -6.5% |
| 3Y | +47.0% | +65.6% | -18.7% | +26.4% |
| 5Y | +13.1% | +175.3% | -162.2% | -14.4% |
| 10Y | +224.7% | +713.9% | -489.2% | +84.1% |
| All | +49,194.2% | +7,323.9% | +41,870.3% | +18,865.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling