+19.7%
QCOM vs PNR
+0.4%
+19.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.4% | +2.2% | +2.0% |
| 7D | +2.0% | -3.7% | +5.7% | +4.1% |
| 30D | +1.2% | +33.1% | -31.9% | -14.0% |
| 3M | +9.1% | +3.7% | +5.4% | +6.3% |
| 6M | -25.0% | -7.7% | -17.3% | -23.2% |
| YTD | +4.8% | -32.4% | +37.3% | +28.7% |
| 1Y | +3.6% | -35.0% | +38.6% | +30.3% |
| 3Y | +51.5% | +17.1% | +34.4% | +26.0% |
| 5Y | +19.7% | +0.1% | +19.6% | +10.1% |
| All | +19.7% | +0.4% | +19.3% | +10.1% |
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