-11.0%
QCOM vs PL
-11.4%
+0.5%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | -10.1% | +0.6% | -8.1% |
| 7D | -15.5% | -20.5% | +5.1% | -12.7% |
| 30D | -13.4% | -38.8% | +25.4% | -7.8% |
| 3M | 0.0% | -49.1% | +49.2% | +8.6% |
| 6M | -15.2% | -69.4% | +54.2% | -3.1% |
| YTD | -6.9% | -42.3% | +35.4% | +3.6% |
| 1Y | -11.0% | -14.2% | +3.2% | -2.1% |
| All | -11.0% | -11.4% | +0.5% | -2.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 1y: compounded portfolio wealth divided by compounded PL 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…
1y analysis · Full analysis span regression · 6 months rolling