+14.1%
QCOM vs PEG
+43.5%
-29.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.4% | -4.1% | -3.1% |
| 7D | +4.3% | +4.5% | -0.2% | +2.9% |
| 30D | -0.1% | +7.5% | -7.6% | -2.4% |
| 3M | +5.2% | +0.8% | +4.4% | +4.8% |
| 6M | -18.4% | 0.0% | -18.4% | -18.6% |
| YTD | +2.4% | -3.0% | +5.4% | +2.7% |
| 1Y | +0.9% | -4.7% | +5.6% | +1.8% |
| 3Y | +48.4% | +36.5% | +11.9% | +29.5% |
| All | +14.1% | +43.5% | -29.4% | -3.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling