+31,416.6%
AVGO vs PCAR
+844.0%
+30,572.6%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | +0.1% | +0.1% |
| 7D | -3.0% | -0.5% | -2.4% | -2.7% |
| 30D | -14.4% | -6.2% | -8.2% | -11.4% |
| 3M | -14.4% | +5.9% | -20.3% | -17.5% |
| 6M | +13.1% | +0.4% | +12.7% | +11.8% |
| YTD | +3.8% | +14.8% | -11.0% | -5.4% |
| 1Y | +17.8% | +30.1% | -12.3% | -0.8% |
| 3Y | +325.3% | +66.7% | +258.6% | +201.4% |
| 5Y | +689.9% | +166.1% | +523.8% | +318.4% |
| 10Y | +2,597.0% | +353.7% | +2,243.3% | +908.8% |
| All | +31,416.6% | +844.0% | +30,572.6% | +7,441.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling