+216.5%
QCOM vs PWR
+1,832.8%
-1,616.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +6.3% | -0.7% | +2.9% |
| 7D | +0.4% | -12.9% | +13.2% | +5.5% |
| 30D | -6.6% | -22.8% | +16.2% | +3.0% |
| 3M | +3.7% | -19.0% | +22.7% | +11.3% |
| 6M | -13.3% | -31.1% | +17.8% | -0.7% |
| YTD | -1.8% | +28.2% | -30.0% | -14.5% |
| 1Y | -2.5% | +22.2% | -24.7% | -13.6% |
| 3Y | +47.0% | +222.1% | -175.2% | -18.1% |
| 5Y | +13.1% | +364.1% | -351.0% | -47.5% |
| All | +216.5% | +1,832.8% | -1,616.4% | -18.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PWR.
Daily Out/Under-Performance
Portfolio return minus PWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PWR 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 PWR 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