+51,298.2%
QCOM vs PPG
+2,418.3%
+48,879.9%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.2% | -2.8% | -2.7% |
| 7D | +4.3% | +0.7% | +3.5% | +3.9% |
| 30D | -0.1% | +17.6% | -17.6% | -8.0% |
| 3M | +5.2% | +7.5% | -2.2% | +1.3% |
| 6M | -18.4% | +17.6% | -36.0% | -25.3% |
| YTD | +2.4% | +22.6% | -20.2% | -8.9% |
| 1Y | +0.9% | +28.0% | -27.1% | -12.2% |
| 3Y | +48.4% | +1.8% | +46.6% | +43.9% |
| 5Y | +16.6% | -15.5% | +32.1% | +22.6% |
| 10Y | +237.8% | +54.9% | +182.9% | +157.5% |
| All | +51,298.2% | +2,418.3% | +48,879.9% | +16,347.0% |
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