+216.5%
QCOM vs PR
+66.0%
+150.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.9% | +3.6% | +5.3% |
| 7D | +0.4% | -16.4% | +16.8% | +2.1% |
| 30D | -6.6% | -1.9% | -4.7% | -6.5% |
| 3M | +3.7% | +8.0% | -4.3% | +2.7% |
| 6M | -13.3% | +4.1% | -17.4% | -14.0% |
| YTD | -1.8% | +58.7% | -60.5% | -6.8% |
| 1Y | -2.5% | +75.8% | -78.3% | -8.5% |
| 3Y | +47.0% | +73.2% | -26.2% | +37.5% |
| 5Y | +13.1% | +230.1% | -217.0% | -1.2% |
| All | +216.5% | +66.0% | +150.4% | +189.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling