+251.9%
QCOM vs PBR
+576.8%
-324.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.6% | -1.2% | 0.0% |
| 7D | +13.0% | -3.7% | +16.7% | +13.8% |
| 30D | +0.2% | -29.0% | +29.2% | +6.7% |
| 3M | +9.2% | +4.9% | +4.3% | +6.9% |
| 6M | -15.0% | -8.4% | -6.6% | -14.8% |
| YTD | +5.2% | +59.4% | -54.2% | -7.3% |
| 1Y | +2.4% | +45.5% | -43.1% | -8.0% |
| 3Y | +52.0% | +67.4% | -15.4% | +30.9% |
| 5Y | +19.7% | +453.0% | -433.2% | -24.4% |
| All | +251.9% | +576.8% | -324.9% | +89.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PBR.
Daily Out/Under-Performance
Portfolio return minus PBR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBR 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 PBR 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