+270.5%
QCOM vs PENG
+762.7%
-492.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +6.4% | -6.3% | -1.7% |
| 7D | +3.3% | +4.5% | -1.2% | +2.0% |
| 30D | +7.7% | -7.1% | +14.8% | +9.4% |
| 3M | -30.1% | -27.3% | -2.8% | -26.2% |
| 6M | +22.8% | +169.6% | -146.7% | -10.5% |
| YTD | +0.2% | +164.6% | -164.4% | -27.1% |
| 1Y | +7.9% | +109.5% | -101.6% | -17.3% |
| 3Y | +55.8% | +98.9% | -43.1% | +11.0% |
| 5Y | +30.1% | +116.3% | -86.2% | -12.0% |
| All | +270.5% | +762.7% | -492.1% | +101.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling