+230.9%
QCOM vs PSX
+363.6%
-132.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +3.0% | +0.7% | +2.7% |
| 7D | +5.8% | -8.0% | +13.8% | +8.5% |
| 30D | -2.3% | -9.0% | +6.7% | +0.2% |
| 3M | +2.7% | +24.7% | -22.0% | -5.3% |
| 6M | -21.0% | +49.3% | -70.4% | -31.8% |
| YTD | +1.8% | +100.2% | -98.4% | -20.9% |
| 1Y | +2.4% | +88.8% | -86.4% | -18.9% |
| 3Y | +52.1% | +152.5% | -100.4% | +7.8% |
| 5Y | +14.6% | +283.2% | -268.6% | -30.4% |
| 10Y | +230.9% | +345.8% | -114.9% | +82.5% |
| All | +230.9% | +363.6% | -132.7% | +82.5% |
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