+584.4%
QCOM vs PM
+752.6%
-168.2%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.0% | +2.1% | +0.9% |
| 7D | +3.3% | -4.9% | +8.2% | +5.4% |
| 30D | +7.7% | -3.4% | +11.1% | +9.1% |
| 3M | -30.1% | +5.2% | -35.2% | -32.2% |
| 6M | +22.8% | +3.7% | +19.1% | +18.7% |
| YTD | +0.2% | +15.8% | -15.6% | -8.0% |
| 1Y | +7.9% | +17.4% | -9.5% | -2.4% |
| 3Y | +55.8% | +116.9% | -61.1% | +0.6% |
| 5Y | +30.1% | +117.3% | -87.2% | -17.7% |
| 10Y | +248.9% | +193.8% | +55.1% | +78.4% |
| All | +584.4% | +752.6% | -168.2% | +70.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling