+2,761.7%
AVGO vs PEG
+148.3%
+2,613.4%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.8% | -0.9% |
| 7D | +1.0% | -0.9% | +1.9% | +1.5% |
| 30D | -13.3% | -2.8% | -10.5% | -12.2% |
| 3M | -2.9% | -6.9% | +4.1% | +0.2% |
| 6M | +5.7% | -11.4% | +17.1% | +11.2% |
| YTD | +4.6% | -7.4% | +12.0% | +7.4% |
| 1Y | -1.6% | -8.3% | +6.6% | +1.1% |
| 3Y | +336.2% | +31.5% | +304.7% | +272.3% |
| 5Y | +695.6% | +38.0% | +657.7% | +551.4% |
| All | +2,761.7% | +148.3% | +2,613.4% | +1,686.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PEG.
Daily Out/Under-Performance
Portfolio return minus PEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEG 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 PEG 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