+230.9%
QCOM vs PFGC
+360.0%
-129.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +4.0% | -0.3% | +2.7% |
| 7D | +5.8% | +10.8% | -5.0% | +3.1% |
| 30D | -2.3% | +17.8% | -20.1% | -6.3% |
| 3M | +2.7% | -2.7% | +5.4% | +2.9% |
| 6M | -21.0% | +20.0% | -41.0% | -25.2% |
| YTD | +1.8% | +24.3% | -22.5% | -4.9% |
| 1Y | +2.4% | +13.2% | -10.8% | -2.2% |
| 3Y | +52.1% | +85.9% | -33.8% | +28.1% |
| 5Y | +14.6% | +141.0% | -126.4% | -9.6% |
| 10Y | +230.9% | +370.6% | -139.7% | +127.1% |
| All | +230.9% | +360.0% | -129.1% | +127.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 PFGC 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