+29.6%
QCOM vs PATH
-80.1%
+109.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | -3.7% | -5.8% | -8.7% |
| 7D | -15.5% | -5.6% | -9.9% | -14.3% |
| 30D | -13.4% | -0.7% | -12.7% | -13.2% |
| 3M | 0.0% | -5.9% | +5.9% | +0.3% |
| 6M | -15.2% | +21.6% | -36.8% | -20.7% |
| YTD | -6.9% | -20.6% | +13.7% | -5.3% |
| 1Y | -11.0% | -10.6% | -0.4% | -12.9% |
| 3Y | +39.8% | -24.9% | +64.6% | +32.4% |
| 5Y | +7.2% | -76.8% | +84.0% | +14.6% |
| All | +29.6% | -80.1% | +109.7% | +39.3% |
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