+46,613.4%
QCOM vs PTC
+2,428.8%
+44,184.6%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | -0.3% | -9.2% | -9.4% |
| 7D | -15.5% | -0.1% | -15.4% | -15.4% |
| 30D | -13.4% | +0.8% | -14.2% | -13.6% |
| 3M | 0.0% | +39.6% | -39.5% | -11.4% |
| 6M | -15.2% | +41.5% | -56.7% | -26.3% |
| YTD | -6.9% | +11.7% | -18.6% | -13.6% |
| 1Y | -11.0% | +2.4% | -13.4% | -15.3% |
| 3Y | +39.8% | +31.9% | +7.8% | +23.0% |
| 5Y | +7.2% | +54.5% | -47.3% | -9.6% |
| 10Y | +207.7% | +342.1% | -134.4% | +86.4% |
| All | +46,613.4% | +2,428.8% | +44,184.6% | +13,143.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling