+254.0%
QCOM vs PFG
+246.6%
+7.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.5% | +1.6% | +0.8% |
| 7D | +3.3% | +5.5% | -2.2% | +0.7% |
| 30D | +7.7% | +2.4% | +5.3% | +6.3% |
| 3M | -30.1% | +13.6% | -43.6% | -34.5% |
| 6M | +22.8% | +27.9% | -5.0% | +9.1% |
| YTD | +0.2% | +35.6% | -35.4% | -13.4% |
| 1Y | +7.9% | +48.5% | -40.6% | -10.7% |
| 3Y | +55.8% | +66.9% | -11.0% | +21.8% |
| 5Y | +30.1% | +111.0% | -80.9% | -8.0% |
| All | +254.0% | +246.6% | +7.4% | +105.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 PFG 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