+610.6%
AVGO vs PCOR
-10.0%
+620.6%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.4% | 0.0% | -10.4% | -10.4% |
| 7D | -15.5% | +23.7% | -39.2% | -20.3% |
| 30D | -22.4% | +39.0% | -61.4% | -29.1% |
| 3M | -30.2% | +35.8% | -65.9% | -36.2% |
| 6M | -31.6% | +38.2% | -69.8% | -38.3% |
| YTD | -15.3% | +3.9% | -19.2% | -18.4% |
| 1Y | -18.2% | +5.7% | -23.9% | -21.8% |
| 3Y | +241.2% | +44.8% | +196.4% | +189.7% |
| 5Y | +469.8% | -19.8% | +489.6% | +405.4% |
| All | +610.6% | -10.0% | +620.6% | +529.8% |
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