+1,735.1%
PLTR vs QCOM
+63.1%
+1,671.9%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.1% | -4.6% | -4.5% |
| 7D | -6.4% | +3.3% | -9.8% | -8.2% |
| 30D | +10.0% | +7.7% | +2.3% | +5.6% |
| 3M | +23.0% | -30.1% | +53.1% | +46.2% |
| 6M | +13.8% | +22.8% | -9.0% | -9.7% |
| YTD | -1.9% | +0.2% | -2.1% | -11.8% |
| 1Y | +11.6% | +7.9% | +3.8% | -5.2% |
| 3Y | +1,048.4% | +55.8% | +992.6% | +625.6% |
| 5Y | +554.4% | +30.1% | +524.3% | +373.1% |
| All | +1,735.1% | +63.1% | +1,671.9% | +1,130.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling