+1,681.1%
PLTR vs QCOM
+65.8%
+1,615.3%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +3.7% | +1.8% | +3.5% |
| 7D | -5.1% | +5.8% | -10.9% | -7.9% |
| 30D | -19.1% | -2.3% | -16.8% | -18.1% |
| 3M | -1.6% | +2.7% | -4.3% | -4.4% |
| 6M | +22.8% | -21.0% | +43.8% | +30.7% |
| YTD | -4.8% | +1.8% | -6.6% | -16.1% |
| 1Y | -4.9% | +2.4% | -7.3% | -16.5% |
| 3Y | +826.1% | +52.1% | +774.0% | +486.6% |
| 5Y | +597.7% | +14.6% | +583.1% | +422.9% |
| All | +1,681.1% | +65.8% | +1,615.3% | +1,069.4% |
Cumulative growth
Daily Returns
Daily percentage return beside QCOM.
Daily Out/Under-Performance
Portfolio return minus QCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QCOM 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 QCOM 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