+1,714.7%
PLTR vs QCOM
+70.7%
+1,644.0%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.8% | +0.4% | +1.2% |
| 7D | +0.4% | +2.0% | -1.5% | -0.5% |
| 30D | -17.5% | +1.2% | -18.7% | -18.1% |
| 3M | -1.5% | +9.1% | -10.6% | -7.2% |
| 6M | +25.9% | -25.0% | +50.9% | +38.9% |
| YTD | -3.0% | +4.8% | -7.9% | -15.9% |
| 1Y | -9.7% | +3.6% | -13.3% | -21.0% |
| 3Y | +776.5% | +51.5% | +725.0% | +458.8% |
| 5Y | +649.9% | +19.7% | +630.2% | +450.0% |
| All | +1,714.7% | +70.7% | +1,644.0% | +1,073.1% |
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