+216.5%
QCOM vs PCAR
+296.2%
-79.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -2.4% | +7.9% | +6.9% |
| 7D | +0.4% | +0.1% | +0.3% | +0.4% |
| 30D | -6.6% | -4.6% | -2.0% | -4.2% |
| 3M | +3.7% | -22.6% | +26.3% | +19.8% |
| 6M | -13.3% | -12.0% | -1.4% | -7.1% |
| YTD | -1.8% | -6.1% | +4.3% | +0.7% |
| 1Y | -2.5% | +6.3% | -8.8% | -7.2% |
| 3Y | +47.0% | +31.8% | +15.2% | +20.6% |
| 5Y | +13.1% | +104.2% | -91.1% | -29.2% |
| All | +216.5% | +296.2% | -79.8% | +56.6% |
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