-100.0%
QID vs PHM
+443.0%
-543.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.1% | +2.5% | +2.7% |
| 7D | -7.1% | -4.1% | -3.0% | -8.9% |
| 30D | +12.6% | +16.1% | -3.5% | +21.2% |
| 3M | +14.2% | -2.5% | +16.7% | +13.3% |
| 6M | +6.2% | +12.9% | -6.7% | +14.0% |
| YTD | -21.8% | +9.0% | -30.8% | -16.4% |
| 1Y | -23.1% | +8.2% | -31.3% | -18.0% |
| 3Y | -71.3% | +58.4% | -129.8% | -60.2% |
| 5Y | -77.0% | +159.2% | -236.2% | -52.0% |
| 10Y | -99.0% | +676.9% | -775.9% | -95.7% |
| All | -100.0% | +443.0% | -543.0% | -99.8% |
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