+11,349.0%
QCOM vs PEGA
+1,035.4%
+10,313.6%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -3.5% | +9.0% | +6.1% |
| 7D | +0.4% | -4.5% | +4.9% | +1.1% |
| 30D | -6.6% | -5.7% | -0.9% | -5.9% |
| 3M | +3.7% | +2.6% | +1.1% | +2.9% |
| 6M | -13.3% | -10.6% | -2.7% | -13.0% |
| YTD | -1.8% | -45.5% | +43.7% | +5.9% |
| 1Y | -2.5% | -44.8% | +42.3% | +4.8% |
| 3Y | +47.0% | +45.5% | +1.4% | +31.6% |
| 5Y | +13.1% | -45.3% | +58.4% | +14.5% |
| 10Y | +224.7% | +102.4% | +122.3% | +172.6% |
| All | +11,349.0% | +1,035.4% | +10,313.6% | +5,246.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling