+11.2%
QCOM vs PL
+20.8%
-9.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +10.4% | -4.9% | +4.1% |
| 7D | +0.4% | -6.8% | +7.2% | +1.3% |
| 30D | -6.6% | -29.3% | +22.7% | -2.1% |
| 3M | +3.7% | -44.8% | +48.5% | +12.1% |
| 6M | -13.3% | -68.4% | +55.1% | 0.0% |
| YTD | -1.8% | -36.4% | +34.6% | +1.3% |
| 1Y | -2.5% | +0.7% | -3.2% | -6.6% |
| 3Y | +47.0% | +455.3% | -408.3% | -1.3% |
| All | +11.2% | +20.8% | -9.6% | -15.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling