+272.2%
QCOM vs PNR
+66.6%
+205.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.4% | +1.6% | +1.0% |
| 7D | +4.9% | -5.5% | +10.4% | +7.9% |
| 30D | +9.3% | -15.6% | +24.9% | +19.1% |
| 3M | -7.0% | -20.2% | +13.2% | +2.8% |
| 6M | +32.0% | -36.6% | +68.6% | +64.0% |
| YTD | +5.0% | -45.0% | +50.0% | +40.5% |
| 1Y | +13.6% | -47.4% | +61.0% | +55.8% |
| 3Y | +77.6% | -13.7% | +91.3% | +82.8% |
| 5Y | +38.2% | -20.8% | +59.0% | +44.2% |
| All | +272.2% | +66.6% | +205.6% | +169.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded PNR 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling