+52,689.9%
QCOM vs PPG
+2,413.9%
+50,276.0%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.1% | +2.4% | +1.4% |
| 7D | +13.0% | -0.2% | +13.2% | +13.1% |
| 30D | +0.2% | +17.7% | -17.6% | -7.8% |
| 3M | +9.2% | +7.4% | +1.8% | +5.1% |
| 6M | -15.0% | +16.4% | -31.4% | -21.8% |
| YTD | +5.2% | +22.4% | -17.2% | -6.3% |
| 1Y | +2.4% | +28.6% | -26.2% | -11.2% |
| 3Y | +52.0% | +2.0% | +50.0% | +47.2% |
| 5Y | +19.7% | -15.6% | +35.4% | +26.0% |
| 10Y | +246.9% | +54.6% | +192.3% | +164.7% |
| All | +52,689.9% | +2,413.9% | +50,276.0% | +16,807.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling