+48.4%
QCOM vs PWR
+247.1%
-198.7%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.7% | -2.0% | -2.4% |
| 7D | +4.3% | +11.3% | -7.0% | 0.0% |
| 30D | -0.1% | -8.9% | +8.8% | +2.4% |
| 3M | +5.2% | -10.5% | +15.7% | +8.0% |
| 6M | -18.4% | -22.2% | +3.8% | -11.2% |
| YTD | +2.4% | +42.7% | -40.3% | -12.8% |
| 1Y | +0.9% | +41.1% | -40.2% | -13.8% |
| 3Y | +48.4% | +242.7% | -194.4% | -19.2% |
| All | +48.4% | +247.1% | -198.7% | -19.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling