+242.8%
QCOM vs PEP
+83.1%
+159.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.2% | 0.0% | +0.7% |
| 7D | +5.5% | +4.6% | +0.9% | +3.5% |
| 30D | -1.1% | +14.0% | -15.1% | -7.0% |
| 3M | +7.6% | +5.4% | +2.2% | +4.7% |
| 6M | -20.1% | -5.1% | -14.9% | -19.1% |
| YTD | +3.0% | +3.1% | -0.1% | -0.8% |
| 1Y | +3.2% | +4.8% | -1.5% | -1.5% |
| 3Y | +48.9% | -4.1% | +53.0% | +43.4% |
| 5Y | +21.1% | +3.0% | +18.1% | +9.7% |
| 10Y | +242.8% | +89.6% | +153.2% | +129.8% |
| All | +242.8% | +83.1% | +159.6% | +129.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PEP.
Daily Out/Under-Performance
Portfolio return minus PEP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEP 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 10y: compounded portfolio wealth divided by compounded PEP 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…
10y analysis · Full analysis span regression · 6 months rolling