+263.7%
QCOM vs PSA
+100.1%
+163.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.1% | +3.3% | +3.2% |
| 7D | +5.1% | -0.4% | +5.5% | +5.2% |
| 30D | +4.3% | -8.2% | +12.4% | +7.3% |
| 3M | -19.6% | -2.1% | -17.5% | -19.5% |
| 6M | +29.5% | -0.2% | +29.7% | +28.7% |
| YTD | +3.4% | +18.5% | -15.1% | -3.5% |
| 1Y | +10.9% | +6.6% | +4.3% | +7.3% |
| 3Y | +74.8% | +24.5% | +50.3% | +57.4% |
| 5Y | +36.2% | +13.6% | +22.6% | +25.7% |
| 10Y | +263.7% | +102.0% | +161.8% | +178.7% |
| All | +263.7% | +100.1% | +163.7% | +178.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PSA.
Daily Out/Under-Performance
Portfolio return minus PSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSA 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded PSA 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling