-43.5%
QS vs PHM
+180.9%
-224.4%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -3.5% | +5.5% | +4.1% |
| 7D | +2.2% | -2.5% | +4.7% | +3.6% |
| 30D | -8.1% | -9.7% | +1.6% | -2.6% |
| 3M | -27.0% | +2.2% | -29.2% | -28.9% |
| 6M | -16.4% | -5.7% | -10.8% | -14.6% |
| YTD | -46.4% | +2.8% | -49.2% | -48.5% |
| 1Y | -41.1% | -14.4% | -26.7% | -36.8% |
| 3Y | -18.6% | +52.2% | -70.8% | -40.2% |
| 5Y | -73.0% | +154.3% | -227.3% | -85.7% |
| All | -43.5% | +180.9% | -224.4% | -73.4% |
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