+216.5%
QCOM vs PFG
+195.7%
+20.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.7% | +7.2% | +6.3% |
| 7D | +0.4% | -0.6% | +1.0% | +0.8% |
| 30D | -6.6% | +2.0% | -8.6% | -7.3% |
| 3M | +3.7% | -3.2% | +6.9% | +4.9% |
| 6M | -13.3% | +10.9% | -24.2% | -18.1% |
| YTD | -1.8% | +28.8% | -30.6% | -13.2% |
| 1Y | -2.5% | +39.2% | -41.7% | -16.7% |
| 3Y | +47.0% | +75.0% | -28.1% | +12.6% |
| 5Y | +13.1% | +91.9% | -78.8% | -16.8% |
| All | +216.5% | +195.7% | +20.7% | +98.7% |
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