+34.5%
QXO vs PHM
+568.1%
-533.7%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.6% | -1.4% | -0.2% |
| 7D | -7.8% | -5.0% | -2.8% | -6.6% |
| 30D | -18.1% | -8.4% | -9.7% | -16.2% |
| 3M | -25.8% | -4.4% | -21.3% | -24.5% |
| 6M | -41.7% | -3.7% | -38.0% | -40.6% |
| YTD | -36.2% | +1.3% | -37.5% | -35.6% |
| 1Y | -42.1% | -14.0% | -28.1% | -39.6% |
| 3Y | -46.2% | +48.1% | -94.3% | -50.4% |
| 5Y | -70.7% | +158.8% | -229.5% | -76.5% |
| All | +34.5% | +568.1% | -533.7% | -1.8% |
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 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