-15.2%
QCOM vs PCG
-17.9%
+2.7%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | -1.3% | -8.2% | -9.8% |
| 7D | -15.5% | 0.0% | -15.5% | -15.5% |
| 30D | -13.4% | +5.8% | -19.3% | -12.2% |
| 3M | 0.0% | -22.8% | +22.8% | -5.4% |
| 6M | -15.2% | -18.4% | +3.2% | -13.2% |
| All | -15.2% | -17.9% | +2.7% | -13.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling