+745.8%
AVGO vs PCOR
-7.6%
+753.4%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +0.5% | -5.3% | -4.9% |
| 7D | +18.2% | +3.0% | +15.1% | +17.3% |
| 30D | +0.2% | +38.7% | -38.5% | -8.2% |
| 3M | -16.8% | +24.9% | -41.6% | -22.1% |
| 6M | -16.5% | +68.8% | -85.2% | -28.5% |
| YTD | +0.8% | +6.7% | -5.9% | -3.5% |
| 1Y | +2.8% | +3.0% | -0.2% | -0.5% |
| 3Y | +278.5% | +48.6% | +229.9% | +219.7% |
| 5Y | +573.1% | -12.7% | +585.7% | +490.0% |
| All | +745.8% | -7.6% | +753.4% | +645.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR 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 PCOR 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