+7.5%
QCOM vs PEP
-1.7%
+9.2%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | -0.1% |
| 7D | +3.3% | -1.4% | +4.7% | +2.9% |
| 30D | +7.7% | +0.2% | +7.5% | +7.8% |
| 3M | -30.1% | -1.1% | -28.9% | -30.0% |
| 6M | +22.8% | -13.5% | +36.3% | +19.4% |
| YTD | +0.2% | -1.2% | +1.4% | +1.2% |
| All | +7.5% | -1.7% | +9.2% | +11.4% |
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