+272.2%
QCOM vs PG
+118.2%
+154.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | 0.0% | +0.2% |
| 7D | +4.9% | -2.7% | +7.6% | +6.1% |
| 30D | +9.3% | -1.5% | +10.9% | +10.0% |
| 3M | -7.0% | -3.4% | -3.6% | -6.1% |
| 6M | +32.0% | -7.0% | +39.0% | +35.0% |
| YTD | +5.0% | +2.0% | +3.0% | +2.4% |
| 1Y | +13.6% | -6.5% | +20.1% | +15.1% |
| 3Y | +77.6% | +1.2% | +76.4% | +68.1% |
| 5Y | +38.2% | +12.8% | +25.4% | +21.0% |
| All | +272.2% | +118.2% | +154.0% | +135.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling