+230.9%
QCOM vs PWR
+1,915.1%
-1,684.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +9.4% | -5.7% | -0.2% |
| 7D | +5.8% | -4.8% | +10.6% | +7.1% |
| 30D | -2.3% | -16.2% | +13.9% | +4.1% |
| 3M | +2.7% | -11.9% | +14.7% | +6.4% |
| 6M | -21.0% | -20.6% | -0.4% | -14.7% |
| YTD | +1.8% | +40.3% | -38.4% | -14.7% |
| 1Y | +2.4% | +33.0% | -30.6% | -12.5% |
| 3Y | +52.1% | +250.0% | -197.9% | -18.4% |
| 5Y | +14.6% | +404.2% | -389.5% | -48.8% |
| 10Y | +230.9% | +1,865.8% | -1,635.0% | -20.1% |
| All | +230.9% | +1,915.1% | -1,684.2% | -20.1% |
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