+51,512.8%
QCOM vs PCAR
+11,260.3%
+40,252.5%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +4.0% | +1.3% | +3.4% |
| 7D | -5.3% | +3.7% | -9.0% | -6.9% |
| 30D | -4.2% | -2.9% | -1.3% | -3.0% |
| 3M | +7.0% | -21.7% | +28.8% | +19.6% |
| 6M | +3.8% | -6.6% | +10.4% | +6.9% |
| YTD | +2.8% | -2.2% | +5.1% | +3.3% |
| 1Y | +2.3% | +12.2% | -9.9% | -3.7% |
| 3Y | +54.4% | +36.5% | +17.9% | +31.4% |
| 5Y | +23.7% | +113.5% | -89.9% | -14.6% |
| 10Y | +240.0% | +319.4% | -79.5% | +69.3% |
| All | +51,512.8% | +11,260.3% | +40,252.5% | +4,513.6% |
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