+242.8%
QCOM vs PEGA
+92.7%
+150.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.3% | -0.1% | +0.8% |
| 7D | +5.5% | -8.2% | +13.7% | +8.1% |
| 30D | -1.1% | -11.6% | +10.4% | +2.1% |
| 3M | +7.6% | -4.2% | +11.7% | +7.9% |
| 6M | -20.1% | -12.0% | -8.1% | -19.2% |
| YTD | +3.0% | -46.9% | +49.9% | +20.1% |
| 1Y | +3.2% | -47.0% | +50.2% | +20.2% |
| 3Y | +48.9% | +40.9% | +8.0% | +13.5% |
| 5Y | +21.1% | -45.4% | +66.4% | +27.7% |
| 10Y | +242.8% | +95.9% | +146.9% | +109.6% |
| All | +242.8% | +92.7% | +150.1% | +109.6% |
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