+251.9%
QCOM vs PTC
+313.0%
-61.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.3% | +0.3% |
| 7D | +13.0% | +0.8% | +12.2% | +12.7% |
| 30D | +0.2% | +1.2% | -1.0% | -0.3% |
| 3M | +9.2% | +32.6% | -23.4% | -5.5% |
| 6M | -15.0% | +36.1% | -51.1% | -28.8% |
| YTD | +5.2% | +12.7% | -7.5% | -4.2% |
| 1Y | +2.4% | +10.2% | -7.8% | -5.8% |
| 3Y | +52.0% | +29.4% | +22.5% | +26.7% |
| 5Y | +19.7% | +61.1% | -41.4% | -10.5% |
| All | +251.9% | +313.0% | -61.1% | +69.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC 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 PTC 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