+216.5%
QCOM vs PEGA
+101.4%
+115.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -3.5% | +9.0% | +6.5% |
| 7D | +0.4% | -4.5% | +4.9% | +1.7% |
| 30D | -6.6% | -5.7% | -0.9% | -5.3% |
| 3M | +3.7% | +2.6% | +1.1% | +2.1% |
| 6M | -13.3% | -10.6% | -2.7% | -12.7% |
| YTD | -1.8% | -45.5% | +43.7% | +13.7% |
| 1Y | -2.5% | -44.8% | +42.3% | +12.2% |
| 3Y | +47.0% | +45.5% | +1.4% | +11.0% |
| 5Y | +13.1% | -45.3% | +58.4% | +19.9% |
| All | +216.5% | +101.4% | +115.0% | +91.9% |
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 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