+325.4%
AVGO vs PENG
+101.4%
+224.0%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +6.4% | -6.2% | -1.8% |
| 7D | -3.0% | +4.5% | -7.5% | -4.4% |
| 30D | -14.4% | -7.1% | -7.3% | -13.0% |
| 3M | -14.4% | -27.3% | +12.8% | -9.3% |
| 6M | +13.1% | +169.6% | -156.5% | -23.5% |
| YTD | +3.8% | +164.6% | -160.8% | -30.2% |
| 1Y | +17.8% | +109.5% | -91.7% | -15.4% |
| All | +325.4% | +101.4% | +224.0% | +188.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling