+309.4%
QCOM vs PR
+147.8%
+161.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | -4.9% | -4.6% | -9.0% |
| 7D | -15.5% | -16.5% | +1.1% | -14.1% |
| 30D | -13.4% | -4.5% | -8.9% | -13.1% |
| 3M | 0.0% | +8.5% | -8.5% | -1.0% |
| 6M | -15.2% | -3.3% | -11.9% | -15.3% |
| YTD | -6.9% | +55.7% | -62.6% | -11.5% |
| 1Y | -11.0% | +82.0% | -93.0% | -16.7% |
| 3Y | +39.8% | +62.5% | -22.7% | +31.5% |
| 5Y | +7.2% | +223.9% | -216.7% | -6.1% |
| 10Y | +207.7% | +64.2% | +143.5% | +184.2% |
| All | +309.4% | +147.8% | +161.6% | +270.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling