+47.0%
QCOM vs PCOR
-10.0%
+57.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +19.7% | -14.3% | -0.1% |
| 7D | -5.3% | +21.8% | -27.2% | -10.7% |
| 30D | -4.2% | +39.5% | -43.7% | -13.0% |
| 3M | +7.0% | +35.2% | -28.2% | -2.7% |
| 6M | +3.8% | +21.7% | -17.9% | -4.5% |
| YTD | +2.8% | +3.9% | -1.1% | -1.5% |
| 1Y | +2.3% | +6.9% | -4.7% | -3.5% |
| 3Y | +54.4% | +44.8% | +9.6% | +27.8% |
| 5Y | +23.7% | -21.9% | +45.6% | +9.2% |
| All | +47.0% | -10.0% | +57.0% | +29.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling