+14.1%
QCOM vs PBR
+459.2%
-445.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.3% | -4.0% | -2.8% |
| 7D | +4.3% | -1.0% | +5.3% | +4.4% |
| 30D | -0.1% | -29.3% | +29.2% | +4.1% |
| 3M | +5.2% | +5.5% | -0.3% | +3.2% |
| 6M | -18.4% | -2.9% | -15.5% | -19.2% |
| YTD | +2.4% | +61.5% | -59.1% | -7.9% |
| 1Y | +0.9% | +46.9% | -46.0% | -7.8% |
| 3Y | +48.4% | +66.4% | -18.0% | +31.9% |
| All | +14.1% | +459.2% | -445.1% | -14.3% |
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