+40.4%
QCOM vs PCOR
-10.3%
+50.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.4% | +5.9% | +5.6% |
| 7D | +0.4% | +22.7% | -22.4% | -5.5% |
| 30D | -6.6% | +37.5% | -44.1% | -14.8% |
| 3M | +3.7% | +35.2% | -31.5% | -5.8% |
| 6M | -13.3% | +42.2% | -55.6% | -23.6% |
| YTD | -1.8% | +3.6% | -5.3% | -5.8% |
| 1Y | -2.5% | -4.8% | +2.2% | -3.8% |
| 3Y | +47.0% | +48.3% | -1.4% | +20.7% |
| 5Y | +13.1% | -20.1% | +33.2% | -0.4% |
| All | +40.4% | -10.3% | +50.7% | +23.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR 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 PCOR 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