+230.9%
QCOM vs PEGA
+99.2%
+131.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -3.9% | +7.6% | +4.8% |
| 7D | +5.8% | -10.0% | +15.8% | +8.9% |
| 30D | -2.3% | -12.7% | +10.4% | +1.3% |
| 3M | +2.7% | -4.6% | +7.3% | +3.2% |
| 6M | -21.0% | -13.1% | -7.9% | -19.9% |
| YTD | +1.8% | -47.6% | +49.4% | +19.1% |
| 1Y | +2.4% | -47.0% | +49.4% | +19.2% |
| 3Y | +52.1% | +42.0% | +10.1% | +15.5% |
| 5Y | +14.6% | -47.8% | +62.5% | +23.3% |
| 10Y | +230.9% | +92.0% | +138.9% | +102.3% |
| All | +230.9% | +99.2% | +131.7% | +102.3% |
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