+7.9%
QCOM vs PCG
-6.6%
+14.4%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.4% | -2.3% | +0.3% |
| 7D | +3.3% | -13.9% | +17.2% | +2.4% |
| 30D | +7.7% | -16.9% | +24.6% | +6.7% |
| 3M | -30.1% | -14.7% | -15.3% | -30.5% |
| 6M | +22.8% | -23.8% | +46.7% | +23.8% |
| YTD | +0.2% | -10.5% | +10.7% | -0.9% |
| 1Y | +7.9% | -5.1% | +13.0% | +8.5% |
| All | +7.9% | -6.6% | +14.4% | +8.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PCG.
Daily Out/Under-Performance
Portfolio return minus PCG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCG 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 1y: compounded portfolio wealth divided by compounded PCG 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…
1y analysis · Full analysis span regression · 6 months rolling