+2,798.6%
AVGO vs PCG
-76.5%
+2,875.1%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.0% | +6.5% | +5.6% |
| 7D | +25.0% | -2.0% | +26.9% | +25.2% |
| 30D | +2.0% | -2.7% | +4.7% | +2.2% |
| 3M | -12.3% | -25.1% | +12.8% | -10.2% |
| 6M | -12.8% | -22.3% | +9.5% | -11.2% |
| YTD | +5.9% | -18.5% | +24.3% | +7.1% |
| 1Y | +3.3% | -21.8% | +25.2% | +5.0% |
| 3Y | +293.1% | -21.0% | +314.1% | +296.7% |
| 5Y | +606.7% | +8.1% | +598.6% | +591.0% |
| All | +2,798.6% | -76.5% | +2,875.1% | +2,811.5% |
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