+21.1%
QCOM vs PTC
+61.7%
-40.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.3% | +0.9% | +1.1% |
| 7D | +5.5% | +1.3% | +4.3% | +5.1% |
| 30D | -1.1% | +1.1% | -2.2% | -1.5% |
| 3M | +7.6% | +30.1% | -22.6% | -5.3% |
| 6M | -20.1% | +34.0% | -54.1% | -31.8% |
| YTD | +3.0% | +12.8% | -9.8% | -3.2% |
| 1Y | +3.2% | +10.7% | -7.5% | -1.9% |
| 3Y | +48.9% | +29.6% | +19.2% | +19.9% |
| 5Y | +21.1% | +63.5% | -42.5% | -18.2% |
| All | +21.1% | +61.7% | -40.6% | -18.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling