+74.8%
QCOM vs PPG
-13.4%
+88.2%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -2.5% | +5.7% | +4.6% |
| 7D | +5.1% | 0.0% | +5.0% | +5.0% |
| 30D | +4.3% | -7.8% | +12.1% | +9.1% |
| 3M | -19.6% | -2.2% | -17.4% | -19.2% |
| 6M | +29.5% | +4.1% | +25.3% | +24.7% |
| YTD | +3.4% | +9.1% | -5.7% | -4.3% |
| 1Y | +10.9% | +1.0% | +10.0% | +7.7% |
| 3Y | +74.8% | -13.3% | +88.0% | +74.1% |
| All | +74.8% | -13.4% | +88.2% | +74.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling