+50,186.6%
QCOM vs PCAR
+13,244.3%
+36,942.3%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | 0.0% |
| 7D | +3.3% | -0.5% | +3.8% | +3.5% |
| 30D | +7.7% | -6.2% | +13.9% | +10.9% |
| 3M | -30.1% | +5.9% | -36.0% | -31.8% |
| 6M | +22.8% | +0.4% | +22.4% | +22.3% |
| YTD | +0.2% | +14.8% | -14.6% | -6.5% |
| 1Y | +7.9% | +30.1% | -22.2% | -5.1% |
| 3Y | +55.8% | +66.7% | -10.8% | +20.9% |
| 5Y | +30.1% | +166.1% | -136.1% | -18.9% |
| 10Y | +248.9% | +353.7% | -104.8% | +67.5% |
| All | +50,186.6% | +13,244.3% | +36,942.3% | +4,079.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling