+245.8%
QCOM vs PEGA
+94.5%
+151.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.4% | +2.2% | +1.9% |
| 7D | +2.0% | -8.6% | +10.6% | +4.6% |
| 30D | +1.2% | -10.1% | +11.3% | +4.1% |
| 3M | +9.1% | -4.7% | +13.9% | +9.7% |
| 6M | -25.0% | -8.0% | -17.0% | -25.1% |
| YTD | +4.8% | -47.1% | +52.0% | +22.3% |
| 1Y | +3.6% | -47.5% | +51.1% | +20.9% |
| 3Y | +51.5% | +40.2% | +11.2% | +15.6% |
| 5Y | +19.7% | -45.7% | +65.5% | +26.6% |
| 10Y | +245.8% | +85.1% | +160.8% | +111.8% |
| All | +245.8% | +94.5% | +151.4% | +111.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling