+30.9%
QCOM vs PCAR
+168.1%
-137.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | 0.0% |
| 7D | +3.3% | -0.5% | +3.8% | +3.6% |
| 30D | +7.7% | -6.2% | +13.9% | +11.8% |
| 3M | -30.1% | +5.9% | -36.0% | -32.3% |
| 6M | +22.8% | +0.4% | +22.4% | +21.9% |
| YTD | +0.2% | +14.8% | -14.6% | -8.6% |
| 1Y | +7.9% | +30.1% | -22.2% | -9.1% |
| 3Y | +55.8% | +66.7% | -10.8% | +8.0% |
| All | +30.9% | +168.1% | -137.2% | -34.4% |
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