+7.9%
QCOM vs PR
+76.5%
-68.7%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.7% | 0.0% |
| 7D | +3.3% | +2.9% | +0.4% | +3.5% |
| 30D | +7.7% | +18.0% | -10.3% | +8.9% |
| 3M | -30.1% | +16.9% | -46.9% | -29.1% |
| 6M | +22.8% | +28.2% | -5.4% | +20.8% |
| YTD | +0.2% | +69.3% | -69.1% | -6.2% |
| 1Y | +7.9% | +69.5% | -61.6% | +0.6% |
| All | +7.9% | +76.5% | -68.7% | +0.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 1y: compounded portfolio wealth divided by compounded PR 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…
1y analysis · Full analysis span regression · 6 months rolling