+199.9%
QCOM vs PPL
+62.9%
+137.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | +0.8% | -10.3% | -9.7% |
| 7D | -15.5% | +1.0% | -16.5% | -15.8% |
| 30D | -13.4% | +6.8% | -20.2% | -15.3% |
| 3M | 0.0% | +3.9% | -3.8% | -1.4% |
| 6M | -15.2% | -2.0% | -13.2% | -15.1% |
| YTD | -6.9% | +5.3% | -12.2% | -9.7% |
| 1Y | -11.0% | +2.2% | -13.2% | -12.8% |
| 3Y | +39.8% | +56.7% | -17.0% | +13.9% |
| 5Y | +7.2% | +49.1% | -41.9% | -11.2% |
| All | +199.9% | +62.9% | +137.0% | +125.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PPL.
Daily Out/Under-Performance
Portfolio return minus PPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPL 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 10y: compounded portfolio wealth divided by compounded PPL 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…
10y analysis · Full analysis span regression · 6 months rolling