+30.9%
QCOM vs PPL
+39.5%
-8.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | +3.3% | +2.7% | +0.7% | +2.8% |
| 30D | +7.7% | +0.5% | +7.2% | +7.6% |
| 3M | -30.1% | +0.7% | -30.7% | -30.4% |
| 6M | +22.8% | -7.6% | +30.4% | +24.3% |
| YTD | +0.2% | +1.8% | -1.6% | -1.4% |
| 1Y | +7.9% | -0.8% | +8.6% | +6.8% |
| 3Y | +55.8% | +56.9% | -1.0% | +26.4% |
| All | +30.9% | +39.5% | -8.7% | +9.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling