-100.0%
QID vs PHM
+430.9%
-530.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.3% |
| 7D | -0.6% | -3.2% | +2.6% | -2.1% |
| 30D | 0.0% | -6.4% | +6.4% | -3.0% |
| 3M | +3.7% | +5.5% | -1.8% | +7.2% |
| 6M | -29.9% | -5.4% | -24.4% | -30.5% |
| YTD | -28.8% | +6.6% | -35.4% | -24.9% |
| 1Y | -37.2% | -8.8% | -28.3% | -38.4% |
| 3Y | -73.7% | +54.1% | -127.8% | -63.8% |
| 5Y | -80.7% | +144.5% | -225.2% | -60.8% |
| 10Y | -99.1% | +569.4% | -668.5% | -96.3% |
| All | -100.0% | +430.9% | -530.9% | -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