-99.1%
QID vs PHM
+568.1%
-667.2%
-99.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.6% | -3.4% | -0.9% |
| 7D | +1.3% | -5.0% | +6.2% | -1.5% |
| 30D | +2.9% | -8.4% | +11.4% | -1.8% |
| 3M | -0.7% | -4.4% | +3.7% | -2.7% |
| 6M | -29.7% | -3.7% | -25.9% | -29.7% |
| YTD | -27.9% | +1.3% | -29.2% | -25.5% |
| 1Y | -34.6% | -14.0% | -20.5% | -38.3% |
| 3Y | -73.5% | +48.1% | -121.6% | -61.8% |
| 5Y | -81.0% | +158.8% | -239.8% | -53.0% |
| All | -99.1% | +568.1% | -667.2% | -95.9% |
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