+282.9%
QCOM vs PPG
+26.9%
+256.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.4% | +2.4% | +2.6% |
| 7D | +7.8% | -6.2% | +14.1% | +11.8% |
| 30D | +12.2% | -7.9% | +20.1% | +17.5% |
| 3M | -9.9% | -10.2% | +0.4% | -4.7% |
| 6M | +36.9% | +2.7% | +34.3% | +33.1% |
| YTD | +8.0% | +4.9% | +3.2% | +3.0% |
| 1Y | +15.0% | -3.2% | +18.2% | +14.7% |
| 3Y | +75.8% | -17.0% | +92.8% | +89.1% |
| 5Y | +42.2% | -23.3% | +65.5% | +57.1% |
| All | +282.9% | +26.9% | +256.0% | +224.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 PPG 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