+800.6%
QCOM vs PBR
+1,797.5%
-996.9%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.9% | +2.0% | +0.5% |
| 7D | +3.3% | +8.6% | -5.3% | +1.4% |
| 30D | +7.7% | +12.8% | -5.1% | +4.6% |
| 3M | -30.1% | +14.7% | -44.7% | -32.5% |
| 6M | +22.8% | +25.2% | -2.3% | +15.5% |
| YTD | +0.2% | +77.1% | -77.0% | -13.2% |
| 1Y | +7.9% | +69.6% | -61.7% | -5.8% |
| 3Y | +55.8% | +95.6% | -39.7% | +30.0% |
| 5Y | +30.1% | +501.8% | -471.7% | -20.2% |
| 10Y | +248.9% | +640.6% | -391.7% | +78.0% |
| All | +800.6% | +1,797.5% | -996.9% | +140.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling