+3.2%
QCOM vs PWR
+28.2%
-25.0%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.4% | +2.6% | +1.7% |
| 7D | +5.5% | -11.2% | +16.8% | +8.7% |
| 30D | -1.1% | -17.4% | +16.3% | +4.2% |
| 3M | +7.6% | -11.7% | +19.3% | +10.2% |
| 6M | -20.1% | -21.7% | +1.6% | -12.7% |
| YTD | +3.0% | +38.3% | -35.2% | +3.8% |
| 1Y | +3.2% | +29.6% | -26.3% | +6.1% |
| All | +3.2% | +28.2% | -25.0% | +6.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling