+155.2%
QCOM vs PINS
-19.7%
+175.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.5% | +3.1% | +3.5% |
| 7D | +5.8% | -6.2% | +11.9% | +7.4% |
| 30D | -2.3% | -10.9% | +8.6% | +0.2% |
| 3M | +2.7% | -19.5% | +22.2% | +7.2% |
| 6M | -21.0% | -10.4% | -10.6% | -20.3% |
| YTD | +1.8% | -26.4% | +28.2% | +6.3% |
| 1Y | +2.4% | -29.6% | +32.1% | +8.1% |
| 3Y | +52.1% | -39.0% | +91.2% | +58.8% |
| 5Y | +14.6% | -59.1% | +73.8% | +20.9% |
| All | +155.2% | -19.7% | +175.0% | +85.9% |
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