+38.9%
QCOM vs PG
+12.2%
+26.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.0% | +3.3% | +1.7% |
| 7D | +4.4% | -3.4% | +7.7% | +5.0% |
| 30D | +9.4% | -2.6% | +12.0% | +9.8% |
| 3M | -13.7% | -3.3% | -10.3% | -13.3% |
| 6M | +28.9% | -6.7% | +35.6% | +30.4% |
| YTD | +4.7% | +1.7% | +3.0% | +3.3% |
| 1Y | +13.5% | -7.9% | +21.4% | +15.1% |
| 3Y | +77.1% | +0.9% | +76.2% | +69.8% |
| 5Y | +38.9% | +12.6% | +26.3% | +28.6% |
| All | +38.9% | +12.2% | +26.7% | +28.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling