+50,186.6%
QCOM vs PNR
+2,578.4%
+47,608.2%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | 0.0% |
| 7D | +3.3% | -2.4% | +5.7% | +4.2% |
| 30D | +7.7% | -12.8% | +20.5% | +13.2% |
| 3M | -30.1% | -17.0% | -13.1% | -25.8% |
| 6M | +22.8% | -37.4% | +60.3% | +44.1% |
| YTD | +0.2% | -41.6% | +41.8% | +20.4% |
| 1Y | +7.9% | -44.6% | +52.5% | +32.3% |
| 3Y | +55.8% | -12.1% | +68.0% | +60.2% |
| 5Y | +30.1% | -17.4% | +47.5% | +35.8% |
| 10Y | +248.9% | +64.0% | +184.9% | +179.4% |
| All | +50,186.6% | +2,578.4% | +47,608.2% | +16,771.9% |
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