+1,619.7%
AVGO vs PENG
+661.7%
+958.0%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +9.3% | -0.5% | +6.1% |
| 7D | -0.9% | -3.8% | +2.9% | -0.6% |
| 30D | -11.6% | -40.1% | +28.5% | +0.9% |
| 3M | -25.2% | -21.8% | -3.4% | -22.0% |
| 6M | -25.4% | +3.3% | -28.8% | -31.1% |
| YTD | -7.2% | +133.6% | -140.8% | -34.2% |
| 1Y | -7.9% | +110.7% | -118.6% | -32.7% |
| 3Y | +262.1% | +204.3% | +57.8% | +129.8% |
| 5Y | +525.7% | +54.4% | +471.3% | +338.8% |
| All | +1,619.7% | +661.7% | +958.0% | +735.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 PENG 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