+30.9%
QCOM vs PR
+433.6%
-402.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.7% | +0.5% |
| 7D | +3.3% | +2.9% | +0.4% | +2.7% |
| 30D | +7.7% | +18.0% | -10.3% | +3.6% |
| 3M | -30.1% | +16.9% | -46.9% | -32.8% |
| 6M | +22.8% | +28.2% | -5.4% | +14.5% |
| YTD | +0.2% | +69.3% | -69.1% | -13.0% |
| 1Y | +7.9% | +69.5% | -61.6% | -6.7% |
| 3Y | +55.8% | +81.7% | -25.9% | +29.8% |
| All | +30.9% | +433.6% | -402.8% | -10.5% |
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 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