+156.7%
QCOM vs PINS
-19.4%
+176.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.2% | -2.8% | -2.7% |
| 7D | +4.3% | +1.0% | +3.3% | +4.0% |
| 30D | -0.1% | -12.0% | +11.9% | +2.8% |
| 3M | +5.2% | -17.9% | +23.1% | +9.4% |
| 6M | -18.4% | -1.0% | -17.3% | -19.4% |
| YTD | +2.4% | -26.0% | +28.4% | +6.8% |
| 1Y | +0.9% | -28.5% | +29.4% | +6.1% |
| 3Y | +48.4% | -39.2% | +87.6% | +55.0% |
| 5Y | +16.6% | -58.3% | +74.9% | +22.4% |
| All | +156.7% | -19.4% | +176.1% | +86.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PINS.
Daily Out/Under-Performance
Portfolio return minus PINS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PINS 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 PINS 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