+0.9%
QCOM vs PG
+17.9%
-17.0%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.1% | -3.7% | -2.4% |
| 7D | +4.3% | +2.7% | +1.6% | +5.0% |
| 30D | -0.1% | +9.2% | -9.3% | +2.4% |
| 3M | +5.2% | +18.5% | -13.3% | +10.0% |
| 6M | -18.4% | +21.1% | -39.4% | -14.3% |
| YTD | +2.4% | +21.9% | -19.5% | +8.2% |
| 1Y | +0.9% | +18.1% | -17.2% | +6.2% |
| All | +0.9% | +17.9% | -17.0% | +6.2% |
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