+216.5%
QCOM vs PCG
-77.4%
+293.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -2.0% | +7.5% | +5.7% |
| 7D | +0.4% | -1.6% | +2.0% | +0.5% |
| 30D | -6.6% | +1.4% | -8.0% | -6.7% |
| 3M | +3.7% | -23.4% | +27.1% | +5.3% |
| 6M | -13.3% | -19.4% | +6.1% | -12.4% |
| YTD | -1.8% | -18.5% | +16.7% | -0.9% |
| 1Y | -2.5% | -19.5% | +17.0% | -1.6% |
| 3Y | +47.0% | -21.0% | +68.0% | +48.0% |
| 5Y | +13.1% | +13.7% | -0.6% | +10.9% |
| All | +216.5% | -77.4% | +293.8% | +239.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling