+216.5%
QCOM vs PTC
+334.9%
-118.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.2% | +5.3% | +5.4% |
| 7D | +0.4% | -0.2% | +0.6% | +0.5% |
| 30D | -6.6% | +0.8% | -7.4% | -6.9% |
| 3M | +3.7% | +32.1% | -28.4% | -10.2% |
| 6M | -13.3% | +42.6% | -55.9% | -29.0% |
| YTD | -1.8% | +12.0% | -13.8% | -10.3% |
| 1Y | -2.5% | +12.2% | -14.7% | -11.1% |
| 3Y | +47.0% | +31.2% | +15.7% | +21.7% |
| 5Y | +13.1% | +54.9% | -41.8% | -14.1% |
| All | +216.5% | +334.9% | -118.5% | +50.9% |
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