+30.9%
QCOM vs PSX
+342.7%
-311.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | 0.0% |
| 7D | +3.3% | +4.5% | -1.2% | +1.9% |
| 30D | +7.7% | +26.6% | -18.9% | -0.4% |
| 3M | -30.1% | +39.3% | -69.3% | -37.6% |
| 6M | +22.8% | +56.8% | -34.0% | +4.5% |
| YTD | +0.2% | +101.8% | -101.6% | -22.3% |
| 1Y | +7.9% | +99.6% | -91.8% | -16.2% |
| 3Y | +55.8% | +140.3% | -84.5% | +11.1% |
| All | +30.9% | +342.7% | -311.8% | -18.8% |
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