+22.8%
QCOM vs PTC
-13.4%
+36.2%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -6.0% | +6.1% | -0.8% |
| 7D | +3.3% | -10.3% | +13.6% | +1.7% |
| 30D | +7.7% | +1.1% | +6.6% | +8.2% |
| 3M | -30.1% | +1.6% | -31.7% | -26.8% |
| 6M | +22.8% | -13.5% | +36.3% | +34.9% |
| All | +22.8% | -13.4% | +36.2% | +34.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling