+251.9%
QCOM vs PSX
+364.5%
-112.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.6% | -1.3% | -0.2% |
| 7D | +13.0% | +6.4% | +6.6% | +10.8% |
| 30D | +0.2% | -10.2% | +10.3% | +3.1% |
| 3M | +9.2% | +17.2% | -7.9% | +2.9% |
| 6M | -15.0% | +51.8% | -66.8% | -27.0% |
| YTD | +5.2% | +108.0% | -102.8% | -19.3% |
| 1Y | +2.4% | +96.1% | -93.8% | -19.9% |
| 3Y | +52.0% | +155.9% | -103.9% | +7.1% |
| 5Y | +19.7% | +306.9% | -287.2% | -28.8% |
| All | +251.9% | +364.5% | -112.6% | +89.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PSX.
Daily Out/Under-Performance
Portfolio return minus PSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSX 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 PSX 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