+51.9%
QCOM vs PCAR
+37.3%
+14.6%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.4% | -0.7% | +0.4% |
| 7D | +2.0% | +2.2% | -0.2% | +0.7% |
| 30D | +1.2% | +0.3% | +0.9% | +0.9% |
| 3M | +9.1% | -17.9% | +27.1% | +21.5% |
| 6M | -25.0% | -3.4% | -21.6% | -23.7% |
| YTD | +4.8% | -0.1% | +4.9% | +3.6% |
| 1Y | +3.6% | +13.4% | -9.8% | -5.0% |
| All | +51.9% | +37.3% | +14.6% | +13.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling