+30.9%
QCOM vs PCOR
-43.0%
+73.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.3% | +4.4% | +1.4% |
| 7D | +3.3% | -9.0% | +12.3% | +6.1% |
| 30D | +7.7% | +4.2% | +3.5% | +6.0% |
| 3M | -30.1% | +14.4% | -44.5% | -33.5% |
| 6M | +22.8% | +0.2% | +22.7% | +18.9% |
| YTD | +0.2% | -20.3% | +20.4% | +4.4% |
| 1Y | +7.9% | -16.1% | +24.0% | +9.5% |
| 3Y | +55.8% | -14.7% | +70.5% | +50.5% |
| All | +30.9% | -43.0% | +73.9% | +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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling