-8.6%
QXO vs PHM
+1,509.9%
-1,518.4%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.1% | -1.2% | -2.9% |
| 7D | -8.7% | -6.4% | -2.3% | -7.6% |
| 30D | -21.0% | -12.1% | -8.9% | -19.1% |
| 3M | -18.4% | -1.5% | -16.8% | -17.8% |
| 6M | -43.0% | -6.0% | -37.0% | -42.1% |
| YTD | -36.3% | -0.3% | -36.0% | -35.6% |
| 1Y | -42.8% | -13.3% | -29.4% | -41.2% |
| 3Y | -45.8% | +47.6% | -93.3% | -48.2% |
| 5Y | -70.8% | +154.7% | -225.5% | -74.2% |
| 10Y | +36.3% | +552.4% | -516.1% | +14.9% |
| All | -8.6% | +1,509.9% | -1,518.4% | -2.9% |
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 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