+1,668.3%
PLTR vs QCOM
+66.7%
+1,601.6%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.6% | +0.5% | -0.7% |
| 7D | +4.7% | +4.3% | +0.5% | +2.5% |
| 30D | -16.4% | -0.1% | -16.3% | -16.5% |
| 3M | -6.2% | +5.2% | -11.4% | -9.9% |
| 6M | +29.2% | -18.4% | +47.5% | +36.4% |
| YTD | -5.5% | +2.4% | -7.9% | -17.0% |
| 1Y | -2.4% | +0.9% | -3.3% | -13.4% |
| 3Y | +752.3% | +48.4% | +703.9% | +449.2% |
| 5Y | +635.8% | +16.6% | +619.3% | +447.1% |
| All | +1,668.3% | +66.7% | +1,601.6% | +1,057.5% |
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