+560.9%
AVGO vs PENG
+50.3%
+510.6%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -2.3% | +6.2% | +4.7% |
| 7D | 0.0% | -16.1% | +16.0% | +5.0% |
| 30D | -8.2% | -41.5% | +33.3% | +7.5% |
| 3M | -21.3% | -19.1% | -2.2% | -18.5% |
| 6M | -22.5% | +0.9% | -23.5% | -29.6% |
| YTD | -3.6% | +128.2% | -131.8% | -36.6% |
| 1Y | -6.7% | +98.6% | -105.3% | -35.4% |
| 3Y | +258.1% | +188.2% | +70.0% | +105.4% |
| 5Y | +560.9% | +55.5% | +505.4% | +315.6% |
| All | +560.9% | +50.3% | +510.6% | +315.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling