+242.6%
QCOM vs PEGA
+97.3%
+145.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.2% | -3.9% | -3.0% |
| 7D | +4.3% | +0.1% | +4.2% | +4.1% |
| 30D | -0.1% | -4.1% | +4.1% | +0.8% |
| 3M | +5.2% | -2.8% | +8.1% | +5.3% |
| 6M | -18.4% | -0.4% | -17.9% | -20.4% |
| YTD | +2.4% | -45.4% | +47.8% | +18.4% |
| 1Y | +0.9% | -42.6% | +43.5% | +14.6% |
| 3Y | +48.4% | +45.4% | +3.0% | +12.0% |
| 5Y | +16.6% | -44.6% | +61.2% | +22.8% |
| All | +242.6% | +97.3% | +145.3% | +107.4% |
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