+2.3%
QCOM vs PEGA
-44.4%
+46.7%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | 0.0% | +5.3% | +5.3% |
| 7D | -5.3% | -2.9% | -2.5% | -5.2% |
| 30D | -4.2% | -0.5% | -3.7% | -4.2% |
| 3M | +7.0% | +8.5% | -1.5% | +6.1% |
| 6M | +3.8% | -6.3% | +10.1% | +5.7% |
| YTD | +2.8% | -42.2% | +45.0% | +13.8% |
| 1Y | +2.3% | -43.4% | +45.7% | +15.9% |
| All | +2.3% | -44.4% | +46.7% | +15.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PEGA.
Daily Out/Under-Performance
Portfolio return minus PEGA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEGA 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 1y: compounded portfolio wealth divided by compounded PEGA 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…
1y analysis · Full analysis span regression · 6 months rolling