+38.9%
QCOM vs PNR
-20.5%
+59.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.9% | +3.2% | +2.4% |
| 7D | +4.4% | -3.9% | +8.2% | +6.6% |
| 30D | +9.4% | -13.8% | +23.2% | +18.5% |
| 3M | -13.7% | -22.5% | +8.9% | -2.0% |
| 6M | +28.9% | -37.2% | +66.0% | +64.6% |
| YTD | +4.7% | -44.2% | +49.0% | +43.5% |
| 1Y | +13.5% | -46.6% | +60.1% | +60.0% |
| 3Y | +77.1% | -12.5% | +89.6% | +76.0% |
| 5Y | +38.9% | -19.3% | +58.3% | +40.3% |
| All | +38.9% | -20.5% | +59.4% | +40.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling