-47.7%
QS vs PHM
+172.3%
-220.0%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.1% | +1.4% | +0.5% |
| 7D | -5.0% | -6.4% | +1.4% | -1.2% |
| 30D | -18.3% | -12.1% | -6.2% | -11.9% |
| 3M | -26.0% | -1.5% | -24.5% | -26.1% |
| 6M | -24.0% | -6.0% | -18.0% | -22.2% |
| YTD | -50.3% | -0.3% | -50.0% | -51.4% |
| 1Y | -38.0% | -13.3% | -24.6% | -34.1% |
| 3Y | -24.6% | +47.6% | -72.2% | -43.5% |
| 5Y | -75.4% | +154.7% | -230.2% | -86.8% |
| All | -47.7% | +172.3% | -220.0% | -74.9% |
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