+7.2%
QCOM vs PENG
+31.0%
-23.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | -23.0% | +13.5% | -2.0% |
| 7D | -15.5% | -36.7% | +21.2% | -2.9% |
| 30D | -13.4% | -42.0% | +28.6% | +0.8% |
| 3M | 0.0% | -33.2% | +33.2% | +9.6% |
| 6M | -15.2% | +2.1% | -17.3% | -24.2% |
| YTD | -6.9% | +90.3% | -97.2% | -34.0% |
| 1Y | -11.0% | +67.7% | -78.6% | -34.4% |
| 3Y | +39.8% | +154.2% | -114.5% | -18.3% |
| 5Y | +7.2% | +28.3% | -21.1% | -31.3% |
| All | +7.2% | +31.0% | -23.8% | -31.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling