+13.3%
QCOM vs PBR
+76.4%
-63.1%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.5% | +0.8% | +1.3% |
| 7D | +4.4% | +0.3% | +4.0% | +4.3% |
| 30D | +9.4% | +17.5% | -8.2% | +9.5% |
| 3M | -13.7% | +20.9% | -34.6% | -14.0% |
| 6M | +28.9% | +20.2% | +8.6% | +25.8% |
| YTD | +4.7% | +84.3% | -79.5% | -6.2% |
| All | +13.3% | +76.4% | -63.1% | +1.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling