+2,584.7%
AVGO vs PCG
-76.4%
+2,661.2%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.0% | +5.0% | +4.1% |
| 7D | +6.1% | -2.2% | +8.3% | +6.3% |
| 30D | -2.7% | -0.5% | -2.2% | -2.6% |
| 3M | -16.9% | -24.0% | +7.1% | -15.1% |
| 6M | -19.1% | -18.6% | -0.5% | -18.0% |
| YTD | +0.3% | -17.7% | +18.0% | +1.4% |
| 1Y | -1.2% | -20.0% | +18.8% | +0.2% |
| 3Y | +272.4% | -20.2% | +292.7% | +275.6% |
| 5Y | +579.0% | +8.4% | +570.7% | +563.7% |
| 10Y | +2,584.7% | -76.4% | +2,661.1% | +2,591.1% |
| All | +2,584.7% | -76.4% | +2,661.2% | +2,591.1% |
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