+335.4%
AVGO vs PBR
+101.4%
+234.0%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.2% | -3.1% | -1.3% |
| 7D | +1.0% | +4.2% | -3.2% | +0.4% |
| 30D | -13.3% | +22.7% | -36.0% | -15.9% |
| 3M | -2.9% | +21.5% | -24.4% | -5.8% |
| 6M | +5.7% | +24.0% | -18.3% | +1.5% |
| YTD | +4.6% | +88.2% | -83.6% | -7.2% |
| 1Y | -1.6% | +74.8% | -76.5% | -11.8% |
| All | +335.4% | +101.4% | +234.0% | +268.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PBR.
Daily Out/Under-Performance
Portfolio return minus PBR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBR 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 3y: compounded portfolio wealth divided by compounded PBR 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…
3y analysis · Full analysis span regression · 6 months rolling