-37.2%
QID vs PHM
-6.9%
-30.2%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.3% |
| 7D | -0.6% | -3.2% | +2.6% | -1.3% |
| 30D | 0.0% | -6.4% | +6.4% | -1.4% |
| 3M | +3.7% | +5.5% | -1.8% | +5.9% |
| 6M | -29.9% | -5.4% | -24.4% | -28.2% |
| YTD | -28.8% | +6.6% | -35.4% | -26.0% |
| 1Y | -37.2% | -8.8% | -28.3% | -35.1% |
| All | -37.2% | -6.9% | -30.2% | -35.1% |
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