+2.3%
QCOM vs PG
+15.9%
-13.6%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +3.2% | +2.1% | +6.2% |
| 7D | -5.3% | +5.7% | -11.1% | -3.9% |
| 30D | -4.2% | +15.4% | -19.6% | -0.5% |
| 3M | +7.0% | +13.8% | -6.7% | +10.8% |
| 6M | +3.8% | +18.3% | -14.5% | +8.5% |
| YTD | +2.8% | +20.1% | -17.3% | +8.5% |
| 1Y | +2.3% | +17.0% | -14.7% | +7.6% |
| All | +2.3% | +15.9% | -13.6% | +7.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PG.
Daily Out/Under-Performance
Portfolio return minus PG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PG 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 1y: compounded portfolio wealth divided by compounded PG 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…
1y analysis · Full analysis span regression · 6 months rolling