+2.4%
QCOM vs PENG
+136.5%
-134.2%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.7% | -1.4% | -0.2% |
| 7D | +13.0% | +34.6% | -21.6% | +3.5% |
| 30D | +0.2% | -35.9% | +36.1% | +11.2% |
| 3M | +9.2% | -14.7% | +23.9% | +9.9% |
| 6M | -15.0% | +13.5% | -28.5% | -26.5% |
| YTD | +5.2% | +156.1% | -151.0% | -29.6% |
| 1Y | +2.4% | +141.3% | -139.0% | -30.6% |
| All | +2.4% | +136.5% | -134.2% | -30.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 1y: compounded portfolio wealth divided by compounded PENG 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…
1y analysis · Full analysis span regression · 6 months rolling