+11.2%
QCOM vs PM
+161.1%
-149.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.8% | +7.3% | +5.6% |
| 7D | +0.4% | -5.2% | +5.6% | +0.5% |
| 30D | -6.6% | +2.7% | -9.3% | -6.6% |
| 3M | +3.7% | +5.2% | -1.5% | +3.6% |
| 6M | -13.3% | +17.0% | -30.3% | -14.0% |
| YTD | -1.8% | +25.5% | -27.3% | -3.2% |
| 1Y | -2.5% | +35.5% | -38.0% | -4.7% |
| 3Y | +47.0% | +143.9% | -96.9% | +22.1% |
| All | +11.2% | +161.1% | -149.9% | -1.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling