+11.2%
QCOM vs PFGC
+121.6%
-110.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -2.0% | +7.5% | +6.3% |
| 7D | +0.4% | +8.5% | -8.2% | -3.0% |
| 30D | -6.6% | +15.0% | -21.6% | -11.8% |
| 3M | +3.7% | -6.2% | +9.9% | +5.6% |
| 6M | -13.3% | +15.7% | -29.1% | -19.8% |
| YTD | -1.8% | +19.6% | -21.3% | -11.5% |
| 1Y | -2.5% | +13.2% | -15.7% | -10.2% |
| 3Y | +47.0% | +77.0% | -30.0% | +7.8% |
| All | +11.2% | +121.6% | -110.4% | -28.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling