-41.5%
QS vs PHM
-14.1%
-27.4%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.1% | +1.4% | +0.1% |
| 7D | -5.0% | -6.4% | +1.4% | -2.4% |
| 30D | -18.3% | -12.1% | -6.2% | -14.0% |
| 3M | -26.0% | -1.5% | -24.5% | -26.3% |
| 6M | -24.0% | -6.0% | -18.0% | -23.7% |
| YTD | -50.3% | -0.3% | -50.0% | -51.6% |
| All | -41.5% | -14.1% | -27.4% | -32.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling