+50,186.6%
QCOM vs PPG
+2,198.5%
+47,988.1%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.6% | -1.5% | -0.7% |
| 7D | +3.3% | -1.5% | +4.8% | +4.1% |
| 30D | +7.7% | -5.0% | +12.7% | +10.4% |
| 3M | -30.1% | +1.1% | -31.2% | -30.8% |
| 6M | +22.8% | -3.2% | +26.0% | +23.7% |
| YTD | +0.2% | +11.9% | -11.7% | -6.5% |
| 1Y | +7.9% | +5.3% | +2.5% | +3.6% |
| 3Y | +55.8% | -15.0% | +70.8% | +65.2% |
| 5Y | +30.1% | -19.6% | +49.7% | +40.4% |
| 10Y | +248.9% | +27.0% | +221.8% | +192.2% |
| All | +50,186.6% | +2,198.5% | +47,988.1% | +16,775.8% |
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 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