+70.4%
QCOM vs PSLV
+179.9%
-109.5%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.4% | -1.1% | +0.8% |
| 7D | +4.4% | +3.3% | +1.0% | +3.5% |
| 30D | +9.4% | +2.1% | +7.2% | +8.7% |
| 3M | -13.7% | +7.1% | -20.8% | -15.3% |
| 6M | +28.9% | -21.6% | +50.5% | +34.1% |
| YTD | +4.7% | -6.7% | +11.5% | +1.1% |
| 1Y | +13.5% | +59.3% | -45.8% | -7.1% |
| All | +70.4% | +179.9% | -109.5% | +24.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling