+31,416.6%
AVGO vs PCG
-50.3%
+31,466.9%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.4% | -2.2% | -0.1% |
| 7D | -3.0% | -13.9% | +10.9% | -1.7% |
| 30D | -14.4% | -16.9% | +2.4% | -13.1% |
| 3M | -14.4% | -14.7% | +0.3% | -13.4% |
| 6M | +13.1% | -23.8% | +36.9% | +15.8% |
| YTD | +3.8% | -10.5% | +14.3% | +4.2% |
| 1Y | +17.8% | -5.1% | +22.9% | +17.3% |
| 3Y | +325.3% | -11.6% | +336.9% | +324.4% |
| 5Y | +689.9% | +59.0% | +630.9% | +638.1% |
| 10Y | +2,597.0% | -75.7% | +2,672.7% | +3,097.0% |
| All | +31,416.6% | -50.3% | +31,466.9% | +25,140.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling