+615.9%
AVGO vs PCOR
-10.3%
+626.2%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +0.8% |
| 7D | -9.9% | +22.7% | -32.7% | -14.9% |
| 30D | -22.0% | +37.5% | -59.5% | -28.5% |
| 3M | -30.0% | +35.2% | -65.2% | -36.0% |
| 6M | -30.7% | +42.2% | -73.0% | -38.0% |
| YTD | -14.7% | +3.6% | -18.2% | -17.8% |
| 1Y | -16.8% | -4.8% | -12.0% | -17.7% |
| 3Y | +244.4% | +48.3% | +196.1% | +190.5% |
| 5Y | +474.0% | -20.1% | +494.1% | +409.6% |
| All | +615.9% | -10.3% | +626.2% | +535.0% |
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