+50,186.6%
QCOM vs PPL
+1,560.2%
+48,626.4%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | +3.3% | +2.7% | +0.7% | +2.4% |
| 30D | +7.7% | +0.5% | +7.2% | +7.5% |
| 3M | -30.1% | +0.7% | -30.7% | -30.5% |
| 6M | +22.8% | -7.6% | +30.4% | +25.1% |
| YTD | +0.2% | +1.8% | -1.6% | -1.3% |
| 1Y | +7.9% | -0.8% | +8.6% | +6.9% |
| 3Y | +55.8% | +56.9% | -1.0% | +30.2% |
| 5Y | +30.1% | +39.5% | -9.4% | +12.9% |
| 10Y | +248.9% | +55.4% | +193.5% | +182.7% |
| All | +50,186.6% | +1,560.2% | +48,626.4% | +15,744.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling