+52,520.0%
QCOM vs PNR
+2,999.2%
+49,520.8%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.4% | +2.2% | +1.9% |
| 7D | +2.0% | -3.7% | +5.7% | +3.5% |
| 30D | +1.2% | +33.1% | -31.9% | -9.4% |
| 3M | +9.1% | +3.7% | +5.4% | +7.0% |
| 6M | -25.0% | -7.7% | -17.3% | -24.0% |
| YTD | +4.8% | -32.4% | +37.3% | +18.7% |
| 1Y | +3.6% | -35.0% | +38.6% | +19.0% |
| 3Y | +51.5% | +17.1% | +34.4% | +39.4% |
| 5Y | +19.7% | +0.1% | +19.6% | +15.9% |
| 10Y | +245.8% | +103.2% | +142.6% | +155.8% |
| All | +52,520.0% | +2,999.2% | +49,520.8% | +16,530.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling