+49,194.2%
QCOM vs PEG
+2,591.6%
+46,602.7%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.7% | +6.2% | +5.8% |
| 7D | +0.4% | -2.3% | +2.6% | +1.1% |
| 30D | -6.6% | +1.2% | -7.8% | -7.1% |
| 3M | +3.7% | -2.4% | +6.0% | +4.3% |
| 6M | -13.3% | -6.9% | -6.5% | -11.6% |
| YTD | -1.8% | -7.2% | +5.4% | 0.0% |
| 1Y | -2.5% | -8.9% | +6.4% | -0.2% |
| 3Y | +47.0% | +27.1% | +19.8% | +32.5% |
| 5Y | +13.1% | +33.8% | -20.7% | -0.8% |
| 10Y | +224.7% | +150.2% | +74.5% | +124.9% |
| All | +49,194.2% | +2,591.6% | +46,602.7% | +12,309.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling