+254.0%
QCOM vs PEGA
+191.9%
+62.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.4% |
| 7D | +3.3% | +3.3% | 0.0% | +2.4% |
| 30D | +7.7% | +17.7% | -10.1% | +2.5% |
| 3M | -30.1% | +5.8% | -35.9% | -32.1% |
| 6M | +22.8% | -20.3% | +43.1% | +28.7% |
| YTD | +0.2% | -37.1% | +37.3% | +11.7% |
| 1Y | +7.9% | -30.2% | +38.1% | +15.6% |
| 3Y | +55.8% | +48.1% | +7.7% | +19.5% |
| 5Y | +30.1% | -46.8% | +76.9% | +42.2% |
| All | +254.0% | +191.9% | +62.2% | +120.9% |
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