+263.7%
QCOM vs PSX
+371.8%
-108.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.6% | +1.6% | +2.7% |
| 7D | +5.1% | +2.8% | +2.2% | +4.1% |
| 30D | +4.3% | +27.8% | -23.5% | -3.9% |
| 3M | -19.6% | +42.0% | -61.7% | -28.7% |
| 6M | +29.5% | +58.1% | -28.6% | +10.2% |
| YTD | +3.4% | +105.0% | -101.7% | -19.6% |
| 1Y | +10.9% | +104.9% | -94.0% | -13.9% |
| 3Y | +74.8% | +134.1% | -59.3% | +27.7% |
| 5Y | +36.2% | +363.8% | -327.6% | -21.9% |
| 10Y | +263.7% | +370.1% | -106.4% | +95.7% |
| All | +263.7% | +371.8% | -108.0% | +95.7% |
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