+254.0%
QCOM vs PTC
+223.7%
+30.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -6.0% | +6.1% | +2.7% |
| 7D | +3.3% | -10.3% | +13.6% | +8.1% |
| 30D | +7.7% | +1.1% | +6.6% | +6.6% |
| 3M | -30.1% | +1.6% | -31.7% | -32.0% |
| 6M | +22.8% | -13.5% | +36.3% | +27.9% |
| YTD | +0.2% | -19.1% | +19.2% | +7.2% |
| 1Y | +7.9% | -33.9% | +41.7% | +27.0% |
| 3Y | +55.8% | -3.9% | +59.7% | +50.4% |
| 5Y | +30.1% | +6.0% | +24.0% | +17.9% |
| All | +254.0% | +223.7% | +30.4% | +100.4% |
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