+325.4%
AVGO vs PCG
-11.7%
+337.1%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.4% | -2.2% | +0.1% |
| 7D | -3.0% | -13.9% | +10.9% | -2.4% |
| 30D | -14.4% | -16.9% | +2.4% | -13.8% |
| 3M | -14.4% | -14.7% | +0.3% | -14.0% |
| 6M | +13.1% | -23.8% | +36.9% | +14.8% |
| YTD | +3.8% | -10.5% | +14.3% | +3.4% |
| 1Y | +17.8% | -5.1% | +22.9% | +16.2% |
| All | +325.4% | -11.7% | +337.1% | +313.8% |
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 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