+7.2%
QCOM vs PR
+225.6%
-218.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | -4.9% | -4.6% | -8.4% |
| 7D | -15.5% | -16.5% | +1.1% | -12.1% |
| 30D | -13.4% | -4.5% | -8.9% | -12.8% |
| 3M | 0.0% | +8.5% | -8.5% | -2.5% |
| 6M | -15.2% | -3.3% | -11.9% | -15.6% |
| YTD | -6.9% | +55.7% | -62.6% | -18.7% |
| 1Y | -11.0% | +82.0% | -93.0% | -25.6% |
| 3Y | +39.8% | +62.5% | -22.7% | +17.7% |
| 5Y | +7.2% | +223.9% | -216.7% | -27.1% |
| All | +7.2% | +225.6% | -218.4% | -27.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling