+13.6%
QCOM vs PSLV
+50.0%
-36.4%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -5.3% | +5.6% | +1.3% |
| 7D | +4.9% | -4.9% | +9.8% | +5.9% |
| 30D | +9.3% | -1.9% | +11.2% | +9.5% |
| 3M | -7.0% | +4.2% | -11.2% | -7.9% |
| 6M | +32.0% | -27.6% | +59.6% | +36.5% |
| YTD | +5.0% | -11.7% | +16.7% | +7.0% |
| 1Y | +13.6% | +49.3% | -35.7% | +19.4% |
| All | +13.6% | +50.0% | -36.4% | +19.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling