+469.8%
AVGO vs PEP
+1.2%
+468.6%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.4% | +0.2% | -10.6% | -10.4% |
| 7D | -15.5% | +6.7% | -22.2% | -14.8% |
| 30D | -22.4% | +13.5% | -35.9% | -21.2% |
| 3M | -30.2% | +3.9% | -34.1% | -29.6% |
| 6M | -31.6% | -6.0% | -25.6% | -31.1% |
| YTD | -15.3% | +2.5% | -17.8% | -14.9% |
| 1Y | -18.2% | +3.9% | -22.1% | -18.0% |
| 3Y | +241.2% | -4.7% | +245.8% | +236.0% |
| All | +469.8% | +1.2% | +468.6% | +423.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling