+7.2%
QCOM vs PCAR
+108.5%
-101.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | -1.6% | -7.9% | -8.6% |
| 7D | -15.5% | +2.2% | -17.6% | -16.4% |
| 30D | -13.4% | -4.4% | -9.0% | -11.1% |
| 3M | 0.0% | -21.4% | +21.5% | +15.4% |
| 6M | -15.2% | -7.3% | -7.9% | -11.6% |
| YTD | -6.9% | -3.8% | -3.2% | -6.0% |
| 1Y | -11.0% | +6.3% | -17.3% | -15.6% |
| 3Y | +39.8% | +34.4% | +5.4% | +9.1% |
| 5Y | +7.2% | +109.2% | -102.0% | -40.0% |
| All | +7.2% | +108.5% | -101.3% | -40.0% |
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 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