+282.9%
QCOM vs PBR
+697.0%
-414.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.8% | +3.7% | +3.1% |
| 7D | +7.8% | +5.4% | +2.5% | +6.7% |
| 30D | +12.2% | +22.9% | -10.7% | +7.4% |
| 3M | -9.9% | +19.6% | -29.5% | -13.5% |
| 6M | +36.9% | +16.5% | +20.4% | +31.4% |
| YTD | +8.0% | +86.7% | -78.6% | -6.8% |
| 1Y | +15.0% | +74.7% | -59.7% | +0.6% |
| 3Y | +75.8% | +102.6% | -26.7% | +47.0% |
| 5Y | +42.2% | +566.6% | -524.4% | -12.9% |
| All | +282.9% | +697.0% | -414.1% | +108.6% |
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