+54,129.3%
QCOM vs PG
+3,175.6%
+50,953.7%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.6% | +1.3% | +2.3% |
| 7D | +7.8% | -0.8% | +8.6% | +8.2% |
| 30D | +12.2% | +0.8% | +11.4% | +11.8% |
| 3M | -9.9% | -1.3% | -8.5% | -9.7% |
| 6M | +36.9% | -3.8% | +40.7% | +37.9% |
| YTD | +8.0% | +3.6% | +4.4% | +5.2% |
| 1Y | +15.0% | -5.7% | +20.7% | +16.0% |
| 3Y | +75.8% | +1.6% | +74.2% | +69.2% |
| 5Y | +42.2% | +14.6% | +27.6% | +29.5% |
| 10Y | +293.8% | +121.2% | +172.7% | +175.1% |
| All | +54,129.3% | +3,175.6% | +50,953.7% | +17,132.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling