+2,798.6%
AVGO vs PEP
+88.5%
+2,710.1%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.2% | +6.7% | +5.9% |
| 7D | +25.0% | -0.3% | +25.3% | +25.1% |
| 30D | +2.0% | +11.8% | -9.8% | -2.2% |
| 3M | -12.3% | +3.7% | -15.9% | -13.8% |
| 6M | -12.8% | -4.3% | -8.5% | -12.3% |
| YTD | +5.9% | +2.1% | +3.7% | +2.6% |
| 1Y | +3.3% | +2.5% | +0.8% | -0.2% |
| 3Y | +293.1% | -5.0% | +298.1% | +274.7% |
| 5Y | +606.7% | +2.9% | +603.9% | +530.0% |
| All | +2,798.6% | +88.5% | +2,710.1% | +1,669.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PEP.
Daily Out/Under-Performance
Portfolio return minus PEP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEP 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 10y: compounded portfolio wealth divided by compounded PEP 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…
10y analysis · Full analysis span regression · 6 months rolling