+11.2%
QCOM vs PCG
+13.7%
-2.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -2.0% | +7.5% | +5.9% |
| 7D | +0.4% | -1.6% | +2.0% | +0.7% |
| 30D | -6.6% | +1.4% | -8.0% | -6.9% |
| 3M | +3.7% | -23.4% | +27.1% | +8.3% |
| 6M | -13.3% | -19.4% | +6.1% | -11.3% |
| YTD | -1.8% | -18.5% | +16.7% | -0.1% |
| 1Y | -2.5% | -19.5% | +17.0% | -0.6% |
| 3Y | +47.0% | -21.0% | +68.0% | +46.3% |
| All | +11.2% | +13.7% | -2.6% | -5.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling