+11.2%
QCOM vs PSX
+274.8%
-263.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.5% | +6.1% | +5.7% |
| 7D | +0.4% | -13.1% | +13.5% | +4.8% |
| 30D | -6.6% | -9.5% | +2.9% | -4.2% |
| 3M | +3.7% | +20.2% | -16.5% | -3.8% |
| 6M | -13.3% | +44.9% | -58.2% | -25.2% |
| YTD | -1.8% | +94.4% | -96.2% | -24.7% |
| 1Y | -2.5% | +83.1% | -85.6% | -23.7% |
| 3Y | +47.0% | +132.2% | -85.2% | +2.9% |
| All | +11.2% | +274.8% | -263.7% | -32.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling