+244.4%
AVGO vs PENG
+184.4%
+60.1%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +12.4% | -11.6% | -3.5% |
| 7D | -9.9% | -19.4% | +9.5% | -4.2% |
| 30D | -22.0% | -42.4% | +20.4% | -7.8% |
| 3M | -30.0% | -25.6% | -4.4% | -25.5% |
| 6M | -30.7% | +7.3% | -38.0% | -39.7% |
| YTD | -14.7% | +113.9% | -128.5% | -45.7% |
| 1Y | -16.8% | +93.6% | -110.4% | -44.8% |
| 3Y | +244.4% | +170.2% | +74.2% | +76.7% |
| All | +244.4% | +184.4% | +60.1% | +76.7% |
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