+38.2%
QCOM vs PBR
+558.3%
-520.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.2% | -1.9% | 0.0% |
| 7D | +4.9% | +4.2% | +0.7% | +4.3% |
| 30D | +9.3% | +22.7% | -13.4% | +6.2% |
| 3M | -7.0% | +21.5% | -28.5% | -9.8% |
| 6M | +32.0% | +24.0% | +8.0% | +27.0% |
| YTD | +5.0% | +88.2% | -83.2% | -6.0% |
| 1Y | +13.6% | +74.8% | -61.2% | +2.9% |
| 3Y | +77.6% | +105.1% | -27.6% | +56.3% |
| 5Y | +38.2% | +572.2% | -534.0% | +8.6% |
| All | +38.2% | +558.3% | -520.1% | +8.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling