+39.3%
QCOM vs PLD
+33.1%
+6.2%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | -2.1% | -7.4% | -8.6% |
| 7D | -15.5% | +0.4% | -15.9% | -15.5% |
| 30D | -13.4% | -0.1% | -13.3% | -13.3% |
| 3M | 0.0% | -7.9% | +8.0% | +3.6% |
| 6M | -15.2% | -7.0% | -8.2% | -13.1% |
| YTD | -6.9% | +3.1% | -10.0% | -9.1% |
| 1Y | -11.0% | +7.1% | -18.0% | -14.6% |
| All | +39.3% | +33.1% | +6.2% | +17.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PLD.
Daily Out/Under-Performance
Portfolio return minus PLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PLD 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 PLD 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