+242.6%
QCOM vs PSLV
+142.8%
+99.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.3% | -0.3% | -2.1% |
| 7D | +4.3% | -6.3% | +10.6% | +5.8% |
| 30D | -0.1% | -12.7% | +12.6% | +3.1% |
| 3M | +5.2% | -24.7% | +30.0% | +12.0% |
| 6M | -18.4% | -44.6% | +26.2% | -7.6% |
| YTD | +2.4% | -33.3% | +35.7% | +7.9% |
| 1Y | +0.9% | -8.6% | +9.5% | -1.4% |
| 3Y | +48.4% | +108.2% | -59.8% | +19.2% |
| 5Y | +16.6% | +79.1% | -62.5% | -4.8% |
| All | +242.6% | +142.8% | +99.9% | +146.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 10y: compounded portfolio wealth divided by compounded PSLV 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…
10y analysis · Full analysis span regression · 6 months rolling