+477.3%
QCOM vs PSLV
+115.4%
+361.9%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.7% | +3.9% | +3.3% |
| 7D | +5.1% | +2.7% | +2.4% | +4.6% |
| 30D | +4.3% | +3.5% | +0.8% | +3.6% |
| 3M | -19.6% | +0.3% | -19.9% | -19.8% |
| 6M | +29.5% | -21.0% | +50.5% | +33.4% |
| YTD | +3.4% | -8.9% | +12.3% | +2.8% |
| 1Y | +10.9% | +54.0% | -43.1% | +1.9% |
| 3Y | +74.8% | +175.4% | -100.7% | +48.4% |
| 5Y | +36.2% | +157.7% | -121.5% | +15.7% |
| 10Y | +263.7% | +184.9% | +78.8% | +200.7% |
| All | +477.3% | +115.4% | +361.9% | +366.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling