+10.3%
AVGO vs PEP
+2.0%
+8.2%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.6% | +2.4% | +3.4% |
| 7D | -0.3% | +0.1% | -0.4% | -0.3% |
| 30D | -13.8% | +0.7% | -14.5% | -13.4% |
| 3M | -6.9% | -0.5% | -6.4% | -6.5% |
| 6M | +11.9% | -11.3% | +23.2% | +6.5% |
| YTD | +6.9% | -0.6% | +7.5% | +10.2% |
| All | +10.3% | +2.0% | +8.2% | +13.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling