+47.0%
QCOM vs PTC
+32.2%
+14.8%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.2% | +5.3% | +5.5% |
| 7D | +0.4% | -0.2% | +0.6% | +0.4% |
| 30D | -6.6% | +0.8% | -7.4% | -6.7% |
| 3M | +3.7% | +32.1% | -28.4% | -2.7% |
| 6M | -13.3% | +42.6% | -55.9% | -21.3% |
| YTD | -1.8% | +12.0% | -13.8% | +0.3% |
| 1Y | -2.5% | +12.2% | -14.7% | -0.6% |
| 3Y | +47.0% | +31.2% | +15.7% | +21.3% |
| All | +47.0% | +32.2% | +14.8% | +21.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling