+46,613.4%
QCOM vs PEP
+2,127.6%
+44,485.8%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | +0.2% | -9.7% | -9.6% |
| 7D | -15.5% | +6.7% | -22.1% | -17.7% |
| 30D | -13.4% | +13.5% | -26.9% | -17.9% |
| 3M | 0.0% | +3.9% | -3.9% | -1.8% |
| 6M | -15.2% | -6.0% | -9.2% | -14.2% |
| YTD | -6.9% | +2.5% | -9.4% | -9.5% |
| 1Y | -11.0% | +3.9% | -14.9% | -14.0% |
| 3Y | +39.8% | -4.7% | +44.4% | +36.5% |
| 5Y | +7.2% | +1.1% | +6.1% | +1.8% |
| 10Y | +207.7% | +83.8% | +123.8% | +130.3% |
| All | +46,613.4% | +2,127.6% | +44,485.8% | +14,466.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling