+1,469.2%
AVGO vs PENG
+520.3%
+948.9%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.4% | -23.0% | +12.6% | -3.7% |
| 7D | -15.5% | -36.7% | +21.2% | -4.2% |
| 30D | -22.4% | -42.0% | +19.6% | -10.7% |
| 3M | -30.2% | -33.2% | +3.0% | -23.6% |
| 6M | -31.6% | +2.1% | -33.7% | -36.6% |
| YTD | -15.3% | +90.3% | -105.6% | -36.1% |
| 1Y | -18.2% | +67.7% | -85.8% | -35.9% |
| 3Y | +241.2% | +154.2% | +86.9% | +128.6% |
| 5Y | +469.8% | +28.3% | +441.5% | +323.0% |
| All | +1,469.2% | +520.3% | +948.9% | +710.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling