+2,300.3%
AVGO vs PCG
-77.2%
+2,377.6%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +1.3% | +7.5% | +8.7% |
| 7D | -0.9% | -1.1% | +0.2% | -0.7% |
| 30D | -11.6% | +0.1% | -11.7% | -11.6% |
| 3M | -25.2% | -24.4% | -0.7% | -23.5% |
| 6M | -25.4% | -17.7% | -7.8% | -24.5% |
| YTD | -7.2% | -17.4% | +10.2% | -6.2% |
| 1Y | -7.9% | -19.4% | +11.5% | -6.7% |
| 3Y | +262.1% | -18.6% | +280.7% | +264.5% |
| 5Y | +525.7% | +10.2% | +515.5% | +510.7% |
| 10Y | +2,300.3% | -76.7% | +2,377.0% | +2,318.3% |
| All | +2,300.3% | -77.2% | +2,377.6% | +2,318.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PCG.
Daily Out/Under-Performance
Portfolio return minus PCG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCG 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 10y: compounded portfolio wealth divided by compounded PCG 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…
10y analysis · Full analysis span regression · 6 months rolling