+254.0%
QCOM vs PWR
+2,334.2%
-2,080.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.6% | -0.2% |
| 7D | +3.3% | +3.6% | -0.3% | +1.8% |
| 30D | +7.7% | -8.6% | +16.3% | +11.5% |
| 3M | -30.1% | -13.2% | -16.9% | -26.3% |
| 6M | +22.8% | +9.9% | +12.9% | +17.1% |
| YTD | +0.2% | +48.0% | -47.8% | -16.6% |
| 1Y | +7.9% | +66.2% | -58.3% | -15.1% |
| 3Y | +55.8% | +195.1% | -139.3% | -8.7% |
| 5Y | +30.1% | +442.6% | -412.5% | -42.7% |
| All | +254.0% | +2,334.2% | -2,080.2% | -19.8% |
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