+244.4%
AVGO vs PCAR
+31.0%
+213.4%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.4% | +3.2% | +1.7% |
| 7D | -9.9% | +0.1% | -10.0% | -10.0% |
| 30D | -22.0% | -4.6% | -17.4% | -20.7% |
| 3M | -30.0% | -22.6% | -7.5% | -22.4% |
| 6M | -30.7% | -12.0% | -18.8% | -27.7% |
| YTD | -14.7% | -6.1% | -8.6% | -14.1% |
| 1Y | -16.8% | +6.3% | -23.1% | -21.1% |
| 3Y | +244.4% | +31.8% | +212.6% | +125.9% |
| All | +244.4% | +31.0% | +213.4% | +125.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PCAR.
Daily Out/Under-Performance
Portfolio return minus PCAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCAR 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 PCAR 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