+70.4%
QCOM vs PG
+0.7%
+69.8%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.0% | +3.3% | +1.2% |
| 7D | +4.4% | -3.4% | +7.7% | +4.1% |
| 30D | +9.4% | -2.6% | +12.0% | +9.1% |
| 3M | -13.7% | -3.3% | -10.3% | -13.9% |
| 6M | +28.9% | -6.7% | +35.6% | +28.6% |
| YTD | +4.7% | +1.7% | +3.0% | +4.6% |
| 1Y | +13.5% | -7.9% | +21.4% | +13.6% |
| All | +70.4% | +0.7% | +69.8% | +76.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling