-75.0%
QS vs PHM
+156.2%
-231.2%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.6% | +0.3% | +0.8% |
| 7D | -3.6% | -5.0% | +1.3% | -0.1% |
| 30D | -17.2% | -8.4% | -8.8% | -12.0% |
| 3M | -27.0% | -4.4% | -22.5% | -25.6% |
| 6M | -24.6% | -3.7% | -20.8% | -23.9% |
| YTD | -49.3% | +1.3% | -50.6% | -51.5% |
| 1Y | -40.3% | -14.0% | -26.3% | -35.6% |
| 3Y | -23.8% | +48.1% | -71.9% | -50.6% |
| All | -75.0% | +156.2% | -231.2% | -90.3% |
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