+242.8%
QCOM vs PM
+242.6%
+0.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.6% | +0.6% | +1.0% |
| 7D | +5.5% | -6.6% | +12.2% | +7.6% |
| 30D | -1.1% | -3.4% | +2.3% | -0.3% |
| 3M | +7.6% | +5.3% | +2.3% | +5.7% |
| 6M | -20.1% | +15.5% | -35.6% | -24.2% |
| YTD | +3.0% | +24.3% | -21.2% | -5.2% |
| 1Y | +3.2% | +29.7% | -26.4% | -6.5% |
| 3Y | +48.9% | +144.9% | -96.0% | +0.4% |
| 5Y | +21.1% | +159.0% | -138.0% | -21.7% |
| 10Y | +242.8% | +250.9% | -8.2% | +103.9% |
| All | +242.8% | +242.6% | +0.2% | +103.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PM.
Daily Out/Under-Performance
Portfolio return minus PM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PM 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 10y: compounded portfolio wealth divided by compounded PM 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…
10y analysis · Full analysis span regression · 6 months rolling