+552.9%
PLTR vs QCOM
+30.0%
+522.9%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.1% | -4.6% | -4.5% |
| 7D | -6.4% | +3.3% | -9.8% | -8.3% |
| 30D | +10.0% | +7.7% | +2.3% | +5.5% |
| 3M | +23.0% | -30.1% | +53.1% | +47.1% |
| 6M | +13.8% | +22.8% | -9.0% | -11.3% |
| YTD | -1.9% | +0.2% | -2.1% | -12.6% |
| 1Y | +11.6% | +7.9% | +3.8% | -6.5% |
| 3Y | +1,048.4% | +55.8% | +992.6% | +581.8% |
| All | +552.9% | +30.0% | +522.9% | +383.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling