+263.7%
QCOM vs PFGC
+273.4%
-9.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -1.9% | +5.0% | +3.6% |
| 7D | +5.1% | -2.4% | +7.5% | +5.7% |
| 30D | +4.3% | -15.8% | +20.0% | +8.5% |
| 3M | -19.6% | -0.6% | -19.0% | -19.9% |
| 6M | +29.5% | +10.7% | +18.8% | +25.4% |
| YTD | +3.4% | +7.6% | -4.3% | +0.2% |
| 1Y | +10.9% | -7.8% | +18.7% | +11.6% |
| 3Y | +74.8% | +63.7% | +11.1% | +52.1% |
| 5Y | +36.2% | +112.3% | -76.1% | +11.0% |
| 10Y | +263.7% | +286.7% | -23.0% | +156.7% |
| All | +263.7% | +273.4% | -9.7% | +156.7% |
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