+271.2%
QCOM vs PNR
+68.9%
+202.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.9% | +3.2% | +2.3% |
| 7D | +4.4% | -3.9% | +8.2% | +6.4% |
| 30D | +9.4% | -13.8% | +23.2% | +17.9% |
| 3M | -13.7% | -22.5% | +8.9% | -2.9% |
| 6M | +28.9% | -37.2% | +66.0% | +60.9% |
| YTD | +4.7% | -44.2% | +49.0% | +39.1% |
| 1Y | +13.5% | -46.6% | +60.1% | +54.5% |
| 3Y | +77.1% | -12.5% | +89.6% | +81.0% |
| 5Y | +38.9% | -19.3% | +58.3% | +43.6% |
| All | +271.2% | +68.9% | +202.3% | +166.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling