+47.0%
QCOM vs PINS
-38.9%
+85.9%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -4.2% | +9.7% | +6.3% |
| 7D | +0.4% | -2.1% | +2.4% | +0.8% |
| 30D | -6.6% | -6.6% | 0.0% | -5.5% |
| 3M | +3.7% | -18.7% | +22.4% | +7.2% |
| 6M | -13.3% | -10.4% | -2.9% | -12.5% |
| YTD | -1.8% | -26.8% | +25.0% | +3.1% |
| 1Y | -2.5% | -27.9% | +25.3% | +2.6% |
| 3Y | +47.0% | -38.7% | +85.6% | +47.2% |
| All | +47.0% | -38.9% | +85.9% | +47.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling