+7.4%
AVGO vs PCG
-0.4%
+7.8%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +3.6% | -0.7% | +3.3% |
| 7D | -0.3% | +5.4% | -5.7% | +0.3% |
| 30D | -13.8% | -15.1% | +1.3% | -15.1% |
| 3M | -6.9% | -9.8% | +2.9% | -7.4% |
| 6M | +11.9% | -18.0% | +29.9% | +10.1% |
| YTD | +6.9% | -7.2% | +14.1% | +6.7% |
| 1Y | +7.4% | +2.9% | +4.5% | +7.7% |
| All | +7.4% | -0.4% | +7.8% | +7.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling