+21.1%
QCOM vs PCAR
+117.7%
-96.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.2% | +1.0% | +1.1% |
| 7D | +5.5% | +3.8% | +1.7% | +3.2% |
| 30D | -1.1% | -2.0% | +0.8% | 0.0% |
| 3M | +7.6% | -19.1% | +26.7% | +21.8% |
| 6M | -20.1% | -6.8% | -13.3% | -16.9% |
| YTD | +3.0% | -2.5% | +5.5% | +3.2% |
| 1Y | +3.2% | +9.7% | -6.4% | -4.1% |
| 3Y | +48.9% | +34.0% | +14.9% | +16.1% |
| 5Y | +21.1% | +113.3% | -92.3% | -33.7% |
| All | +21.1% | +117.7% | -96.6% | -33.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling