+263.7%
QCOM vs PEG
+145.3%
+118.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.7% | +2.4% | +2.9% |
| 7D | +5.1% | +1.0% | +4.0% | +4.6% |
| 30D | +4.3% | -1.9% | +6.2% | +5.0% |
| 3M | -19.6% | -3.7% | -16.0% | -18.6% |
| 6M | +29.5% | -9.4% | +38.9% | +33.9% |
| YTD | +3.4% | -6.0% | +9.4% | +5.1% |
| 1Y | +10.9% | -4.4% | +15.3% | +11.8% |
| 3Y | +74.8% | +33.5% | +41.3% | +51.2% |
| 5Y | +36.2% | +35.7% | +0.4% | +15.4% |
| 10Y | +263.7% | +140.4% | +123.3% | +140.3% |
| All | +263.7% | +145.3% | +118.4% | +140.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PEG.
Daily Out/Under-Performance
Portfolio return minus PEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEG 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 PEG 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