+39.3%
QCOM vs PL
+403.1%
-363.8%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | -10.1% | +0.6% | -8.2% |
| 7D | -15.5% | -20.5% | +5.1% | -12.9% |
| 30D | -13.4% | -38.8% | +25.4% | -7.9% |
| 3M | 0.0% | -49.1% | +49.2% | +8.6% |
| 6M | -15.2% | -69.4% | +54.2% | -3.0% |
| YTD | -6.9% | -42.3% | +35.4% | -2.3% |
| 1Y | -11.0% | -14.2% | +3.2% | -11.6% |
| All | +39.3% | +403.1% | -363.8% | +0.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling