+242.6%
QCOM vs PTC
+312.5%
-69.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.1% | -2.5% | -2.6% |
| 7D | +4.3% | +0.5% | +3.8% | +4.1% |
| 30D | -0.1% | +1.2% | -1.3% | -0.5% |
| 3M | +5.2% | +27.4% | -22.1% | -7.3% |
| 6M | -18.4% | +39.2% | -57.5% | -32.3% |
| YTD | +2.4% | +12.5% | -10.1% | -6.7% |
| 1Y | +0.9% | +12.3% | -11.4% | -8.0% |
| 3Y | +48.4% | +28.8% | +19.6% | +24.0% |
| 5Y | +16.6% | +60.9% | -44.3% | -12.8% |
| All | +242.6% | +312.5% | -69.8% | +64.8% |
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