+765.0%
PLTR vs QCOM
+46.9%
+718.2%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +5.5% | -2.0% | +1.2% |
| 7D | -12.9% | +0.4% | -13.3% | -13.0% |
| 30D | -17.4% | -6.6% | -10.8% | -15.1% |
| 3M | +2.9% | +3.7% | -0.8% | +0.5% |
| 6M | +19.9% | -13.3% | +33.2% | +19.4% |
| YTD | -9.8% | -1.8% | -8.0% | -17.3% |
| 1Y | -8.4% | -2.5% | -5.9% | -15.6% |
| 3Y | +765.0% | +47.0% | +718.1% | +372.4% |
| All | +765.0% | +46.9% | +718.2% | +372.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling