+278.5%
AVGO vs PENG
+209.7%
+68.8%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -5.5% | +0.7% | -2.9% |
| 7D | +18.2% | +13.2% | +4.9% | +13.2% |
| 30D | +0.2% | -29.9% | +30.1% | +11.2% |
| 3M | -16.8% | -22.2% | +5.4% | -12.6% |
| 6M | -16.5% | -1.9% | -14.6% | -23.9% |
| YTD | +0.8% | +142.1% | -141.3% | -38.5% |
| 1Y | +2.8% | +151.5% | -148.7% | -38.2% |
| 3Y | +278.5% | +206.9% | +71.6% | +87.8% |
| All | +278.5% | +209.7% | +68.8% | +87.8% |
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