+250.3%
QCOM vs PEP
+74.0%
+176.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | +0.4% |
| 7D | +3.3% | -1.4% | +4.7% | +4.0% |
| 30D | +7.7% | +0.2% | +7.5% | +7.5% |
| 3M | -30.1% | -1.1% | -28.9% | -30.3% |
| 6M | +22.8% | -13.5% | +36.3% | +30.3% |
| YTD | +0.2% | -1.2% | +1.4% | -1.4% |
| 1Y | +7.9% | -1.6% | +9.4% | +5.8% |
| 3Y | +55.8% | -12.5% | +68.3% | +58.3% |
| 5Y | +30.1% | +3.0% | +27.0% | +16.7% |
| All | +250.3% | +74.0% | +176.3% | +137.5% |
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