+53.9%
QCOM vs PL
+459.7%
-405.9%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -6.4% | +11.7% | +6.1% |
| 7D | -5.3% | -11.7% | +6.4% | -3.8% |
| 30D | -4.2% | -27.1% | +22.9% | -0.5% |
| 3M | +7.0% | -44.6% | +51.6% | +14.8% |
| 6M | +3.8% | -67.2% | +71.0% | +17.4% |
| YTD | +2.8% | -35.9% | +38.7% | +6.4% |
| 1Y | +2.3% | -0.4% | +2.7% | -0.4% |
| All | +53.9% | +459.7% | -405.9% | +9.1% |
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 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