+340.7%
QCOM vs PR
+169.5%
+171.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.7% | +0.3% |
| 7D | +3.3% | +2.9% | +0.4% | +3.0% |
| 30D | +7.7% | +18.0% | -10.3% | +5.9% |
| 3M | -30.1% | +16.9% | -46.9% | -31.2% |
| 6M | +22.8% | +28.2% | -5.4% | +19.4% |
| YTD | +0.2% | +69.3% | -69.1% | -5.4% |
| 1Y | +7.9% | +69.5% | -61.6% | +1.8% |
| 3Y | +55.8% | +81.7% | -25.9% | +45.2% |
| 5Y | +30.1% | +422.2% | -392.2% | +10.3% |
| 10Y | +248.9% | +110.4% | +138.5% | +219.4% |
| All | +340.7% | +169.5% | +171.3% | +296.6% |
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