+45.5%
QCOM vs PCOR
-9.0%
+54.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.5% | +2.2% | +3.2% |
| 7D | +5.8% | +22.2% | -16.4% | -0.2% |
| 30D | -2.3% | +36.0% | -38.3% | -10.6% |
| 3M | +2.7% | +34.0% | -31.3% | -6.4% |
| 6M | -21.0% | +43.5% | -64.5% | -30.5% |
| YTD | +1.8% | +5.1% | -3.3% | -2.8% |
| 1Y | +2.4% | -3.9% | +6.4% | +0.9% |
| 3Y | +52.1% | +52.9% | -0.8% | +24.0% |
| 5Y | +14.6% | -18.7% | +33.3% | +0.5% |
| All | +45.5% | -9.0% | +54.5% | +27.9% |
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