+158.3%
QCOM vs PINS
-20.2%
+178.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.6% | +1.8% | +1.3% |
| 7D | +5.5% | -6.9% | +12.5% | +7.3% |
| 30D | -1.1% | -11.4% | +10.3% | +1.5% |
| 3M | +7.6% | -22.2% | +29.8% | +13.2% |
| 6M | -20.1% | -10.9% | -9.2% | -19.2% |
| YTD | +3.0% | -26.8% | +29.8% | +7.7% |
| 1Y | +3.2% | -29.8% | +33.1% | +9.0% |
| 3Y | +48.9% | -39.0% | +87.9% | +55.4% |
| 5Y | +21.1% | -58.7% | +79.7% | +27.3% |
| All | +158.3% | -20.2% | +178.5% | +88.4% |
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