+51,000.2%
QCOM vs PEG
+2,681.3%
+48,318.9%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +3.3% | +0.3% | +2.5% |
| 7D | +5.8% | +0.9% | +4.9% | +5.5% |
| 30D | -2.3% | +3.8% | -6.1% | -3.7% |
| 3M | +2.7% | +0.1% | +2.6% | +2.5% |
| 6M | -21.0% | -1.0% | -20.0% | -21.1% |
| YTD | +1.8% | -4.1% | +5.9% | +2.5% |
| 1Y | +2.4% | -6.9% | +9.3% | +4.1% |
| 3Y | +52.1% | +35.6% | +16.5% | +34.2% |
| 5Y | +14.6% | +42.8% | -28.1% | -1.6% |
| 10Y | +230.9% | +160.2% | +70.7% | +126.2% |
| All | +51,000.2% | +2,681.3% | +48,318.9% | +12,622.2% |
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 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