+2,755.4%
AVGO vs PCG
-75.0%
+2,830.3%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +3.6% | -0.7% | +2.6% |
| 7D | -0.3% | +5.4% | -5.7% | -0.8% |
| 30D | -13.8% | -15.1% | +1.3% | -12.8% |
| 3M | -6.9% | -9.8% | +2.9% | -6.5% |
| 6M | +11.9% | -18.0% | +29.9% | +13.4% |
| YTD | +6.9% | -7.2% | +14.1% | +6.9% |
| 1Y | +7.4% | +2.9% | +4.5% | +6.2% |
| 3Y | +345.6% | -11.1% | +356.7% | +344.7% |
| 5Y | +718.9% | +61.8% | +657.1% | +673.1% |
| 10Y | +2,755.4% | -75.2% | +2,830.5% | +2,903.8% |
| All | +2,755.4% | -75.0% | +2,830.3% | +2,903.8% |
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