+3.2%
QCOM vs PEP
+4.9%
-1.6%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.2% | 0.0% | +1.6% |
| 7D | +5.5% | +4.6% | +0.9% | +7.0% |
| 30D | -1.1% | +14.0% | -15.1% | +3.0% |
| 3M | +7.6% | +5.4% | +2.2% | +9.5% |
| 6M | -20.1% | -5.1% | -14.9% | -20.3% |
| YTD | +3.0% | +3.1% | -0.1% | +5.9% |
| 1Y | +3.2% | +4.8% | -1.5% | +7.2% |
| All | +3.2% | +4.9% | -1.6% | +7.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling