+51,512.8%
QCOM vs PPL
+1,603.1%
+49,909.7%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | 0.0% | +5.3% | +5.3% |
| 7D | -5.3% | +1.8% | -7.1% | -5.9% |
| 30D | -4.2% | +8.4% | -12.6% | -6.8% |
| 3M | +7.0% | +2.4% | +4.7% | +6.0% |
| 6M | +3.8% | -4.0% | +7.7% | +4.5% |
| YTD | +2.8% | +4.5% | -1.6% | +0.2% |
| 1Y | +2.3% | +1.7% | +0.6% | +0.5% |
| 3Y | +54.4% | +55.5% | -1.1% | +29.5% |
| 5Y | +23.7% | +47.0% | -23.4% | +5.3% |
| 10Y | +240.0% | +62.4% | +177.6% | +171.2% |
| All | +51,512.8% | +1,603.1% | +49,909.7% | +15,996.5% |
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