+19.7%
QCOM vs PPG
-13.2%
+32.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.4% | +1.3% | +1.5% |
| 7D | +2.0% | -1.2% | +3.2% | +2.9% |
| 30D | +1.2% | +21.2% | -20.0% | -10.3% |
| 3M | +9.1% | +8.2% | +0.9% | +3.6% |
| 6M | -25.0% | +17.2% | -42.2% | -32.7% |
| YTD | +4.8% | +25.0% | -20.1% | -11.1% |
| 1Y | +3.6% | +33.5% | -29.9% | -16.1% |
| 3Y | +51.5% | +4.2% | +47.3% | +41.3% |
| 5Y | +19.7% | -12.7% | +32.4% | +22.5% |
| All | +19.7% | -13.2% | +32.9% | +22.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling