+499.6%
PLTR vs QCOM
+13.0%
+486.6%
-77.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +5.5% | -2.0% | +0.4% |
| 7D | -12.9% | +0.4% | -13.3% | -13.1% |
| 30D | -17.4% | -6.6% | -10.8% | -14.3% |
| 3M | +2.9% | +3.7% | -0.8% | -0.7% |
| 6M | +19.9% | -13.3% | +33.2% | +19.5% |
| YTD | -9.8% | -1.8% | -8.0% | -20.1% |
| 1Y | -8.4% | -2.5% | -5.9% | -18.4% |
| 3Y | +765.0% | +47.0% | +718.1% | +413.6% |
| All | +499.6% | +13.0% | +486.6% | +331.3% |
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