+244.4%
AVGO vs PCG
-21.6%
+266.0%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.0% | +2.7% | +0.9% |
| 7D | -9.9% | -1.6% | -8.3% | -9.8% |
| 30D | -22.0% | +1.4% | -23.4% | -22.0% |
| 3M | -30.0% | -23.4% | -6.7% | -29.4% |
| 6M | -30.7% | -19.4% | -11.4% | -30.4% |
| YTD | -14.7% | -18.5% | +3.8% | -14.7% |
| 1Y | -16.8% | -19.5% | +2.7% | -16.5% |
| 3Y | +244.4% | -21.0% | +265.4% | +240.3% |
| All | +244.4% | -21.6% | +266.0% | +240.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling