+1,686.9%
AVGO vs PENG
+644.0%
+1,042.9%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -2.3% | +6.2% | +4.6% |
| 7D | 0.0% | -16.1% | +16.0% | +4.4% |
| 30D | -8.2% | -41.5% | +33.3% | +5.6% |
| 3M | -21.3% | -19.1% | -2.2% | -18.7% |
| 6M | -22.5% | +0.9% | -23.5% | -28.0% |
| YTD | -3.6% | +128.2% | -131.8% | -31.2% |
| 1Y | -6.7% | +98.6% | -105.3% | -30.6% |
| 3Y | +258.1% | +188.2% | +70.0% | +130.6% |
| 5Y | +560.9% | +55.5% | +505.4% | +363.0% |
| All | +1,686.9% | +644.0% | +1,042.9% | +773.6% |
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