+230.9%
QCOM vs PCAR
+326.7%
-95.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +3.7% | 0.0% | +1.5% |
| 7D | +5.8% | +2.9% | +2.9% | +4.1% |
| 30D | -2.3% | -2.1% | -0.2% | -1.2% |
| 3M | +2.7% | -20.4% | +23.1% | +16.8% |
| 6M | -21.0% | -7.0% | -14.0% | -17.9% |
| YTD | +1.8% | -2.6% | +4.5% | +2.3% |
| 1Y | +2.4% | +9.8% | -7.3% | -4.3% |
| 3Y | +52.1% | +37.3% | +14.9% | +21.8% |
| 5Y | +14.6% | +116.4% | -101.8% | -30.7% |
| 10Y | +230.9% | +293.0% | -62.1% | +55.5% |
| All | +230.9% | +326.7% | -95.8% | +55.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PCAR.
Daily Out/Under-Performance
Portfolio return minus PCAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCAR 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 10y: compounded portfolio wealth divided by compounded PCAR 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…
10y analysis · Full analysis span regression · 6 months rolling