+74.8%
QCOM vs PBR
+98.1%
-23.3%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +3.5% | -0.4% | +2.5% |
| 7D | +5.1% | +2.5% | +2.6% | +4.6% |
| 30D | +4.3% | +19.4% | -15.1% | +0.8% |
| 3M | -19.6% | +20.8% | -40.4% | -22.8% |
| 6M | +29.5% | +23.5% | +6.0% | +22.1% |
| YTD | +3.4% | +83.4% | -80.0% | -12.9% |
| 1Y | +10.9% | +77.6% | -66.6% | -6.0% |
| 3Y | +74.8% | +99.9% | -25.1% | +43.4% |
| All | +74.8% | +98.1% | -23.3% | +43.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling