+53.9%
QCOM vs PR
+69.4%
-15.5%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -6.5% | +11.9% | +6.8% |
| 7D | -5.3% | -12.1% | +6.8% | -2.8% |
| 30D | -4.2% | +0.9% | -5.1% | -4.9% |
| 3M | +7.0% | +10.1% | -3.1% | +3.5% |
| 6M | +3.8% | +1.1% | +2.7% | +2.3% |
| YTD | +2.8% | +63.7% | -60.8% | -15.3% |
| 1Y | +2.3% | +87.0% | -84.7% | -20.3% |
| All | +53.9% | +69.4% | -15.5% | +18.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling