-73.7%
QID vs PHM
+50.2%
-123.8%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.4% | +0.1% |
| 7D | -1.9% | -3.9% | +1.9% | -3.3% |
| 30D | +1.7% | -8.6% | +10.3% | -1.4% |
| 3M | -3.9% | -2.9% | -1.0% | -4.2% |
| 6M | -30.0% | -5.7% | -24.3% | -30.2% |
| YTD | -28.2% | +1.9% | -30.1% | -25.9% |
| 1Y | -35.6% | -12.3% | -23.3% | -37.3% |
| All | -73.7% | +50.2% | -123.8% | -62.5% |
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