+245.8%
QCOM vs PNC
+206.2%
+39.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.3% | +1.4% | +1.6% |
| 7D | +2.0% | -0.6% | +2.6% | +2.4% |
| 30D | +1.2% | +5.8% | -4.6% | -1.4% |
| 3M | +9.1% | -7.9% | +17.0% | +13.7% |
| 6M | -25.0% | +10.0% | -35.0% | -28.8% |
| YTD | +4.8% | +14.8% | -10.0% | -3.2% |
| 1Y | +3.6% | +29.7% | -26.1% | -10.2% |
| 3Y | +51.5% | +114.4% | -62.9% | +1.0% |
| 5Y | +19.7% | +36.0% | -16.2% | -1.5% |
| 10Y | +245.8% | +204.7% | +41.1% | +103.4% |
| All | +245.8% | +206.2% | +39.6% | +103.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PNC.
Daily Out/Under-Performance
Portfolio return minus PNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNC 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 PNC 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