+770.8%
AVGO vs PCOR
-30.9%
+801.7%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.3% | +4.5% | +1.3% |
| 7D | -3.0% | -9.0% | +6.0% | -0.6% |
| 30D | -14.4% | +4.2% | -18.6% | -15.6% |
| 3M | -14.4% | +14.4% | -28.8% | -18.1% |
| 6M | +13.1% | +0.2% | +13.0% | +10.8% |
| YTD | +3.8% | -20.3% | +24.0% | +7.8% |
| 1Y | +17.8% | -16.1% | +33.9% | +19.8% |
| 3Y | +325.3% | -14.7% | +340.0% | +315.3% |
| 5Y | +689.9% | -43.2% | +733.1% | +657.2% |
| All | +770.8% | -30.9% | +801.7% | +732.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling