-80.7%
QID vs PHM
+149.8%
-230.5%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -2.1% | +4.4% | +1.0% |
| 7D | +2.7% | -6.4% | +9.1% | -1.2% |
| 30D | +3.3% | -12.1% | +15.4% | -4.3% |
| 3M | -5.5% | -1.5% | -4.0% | -5.5% |
| 6M | -28.4% | -6.0% | -22.4% | -29.5% |
| YTD | -26.6% | -0.3% | -26.3% | -24.5% |
| 1Y | -34.1% | -13.3% | -20.8% | -38.1% |
| 3Y | -73.7% | +47.6% | -121.3% | -57.5% |
| 5Y | -80.7% | +154.7% | -235.4% | -33.0% |
| All | -80.7% | +149.8% | -230.5% | -33.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling