+47.0%
QCOM vs PENG
+184.4%
-137.4%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +12.4% | -6.9% | +1.6% |
| 7D | +0.4% | -19.4% | +19.8% | +6.0% |
| 30D | -6.6% | -42.4% | +35.8% | +8.7% |
| 3M | +3.7% | -25.6% | +29.3% | +9.3% |
| 6M | -13.3% | +7.3% | -20.6% | -23.9% |
| YTD | -1.8% | +113.9% | -115.6% | -33.0% |
| 1Y | -2.5% | +93.6% | -96.1% | -31.5% |
| 3Y | +47.0% | +170.2% | -123.3% | -17.5% |
| All | +47.0% | +184.4% | -137.4% | -17.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling