-11.0%
QCOM vs PR
+80.0%
-90.9%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | -4.9% | -4.6% | -10.2% |
| 7D | -15.5% | -16.5% | +1.1% | -17.9% |
| 30D | -13.4% | -4.5% | -8.9% | -13.9% |
| 3M | 0.0% | +8.5% | -8.5% | +2.2% |
| 6M | -15.2% | -3.3% | -11.9% | -14.5% |
| YTD | -6.9% | +55.7% | -62.6% | -5.9% |
| 1Y | -11.0% | +82.0% | -93.0% | -6.9% |
| All | -11.0% | +80.0% | -90.9% | -6.9% |
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