+39.5%
QCOM vs PATH
-76.8%
+116.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -16.6% | +16.7% | +3.7% |
| 7D | +3.3% | -16.3% | +19.6% | +6.9% |
| 30D | +7.7% | +9.9% | -2.2% | +4.7% |
| 3M | -30.1% | +30.2% | -60.2% | -34.8% |
| 6M | +22.8% | +37.2% | -14.4% | +11.5% |
| YTD | +0.2% | -7.3% | +7.5% | -1.1% |
| 1Y | +7.9% | +40.0% | -32.1% | -6.1% |
| 3Y | +55.8% | -4.4% | +60.2% | +39.0% |
| 5Y | +30.1% | -76.0% | +106.1% | +35.4% |
| All | +39.5% | -76.8% | +116.3% | +45.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PATH.
Daily Out/Under-Performance
Portfolio return minus PATH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PATH 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 PATH 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