+326.9%
QCOM vs PFGC
+419.1%
-92.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.2% |
| 7D | +3.3% | -2.2% | +5.5% | +3.9% |
| 30D | +7.7% | -11.9% | +19.6% | +10.9% |
| 3M | -30.1% | +5.0% | -35.1% | -31.3% |
| 6M | +22.8% | +8.6% | +14.2% | +19.6% |
| YTD | +0.2% | +9.7% | -9.5% | -3.2% |
| 1Y | +7.9% | -6.3% | +14.1% | +8.1% |
| 3Y | +55.8% | +58.2% | -2.4% | +36.8% |
| 5Y | +30.1% | +110.4% | -80.4% | +6.2% |
| 10Y | +248.9% | +272.8% | -23.9% | +139.2% |
| All | +326.9% | +419.1% | -92.2% | +161.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling