+28,084.6%
AVGO vs PEP
+308.5%
+27,776.1%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +0.4% | +8.4% | +8.6% |
| 7D | -0.9% | +1.0% | -1.9% | -1.4% |
| 30D | -11.6% | +12.6% | -24.3% | -16.2% |
| 3M | -25.2% | +3.1% | -28.3% | -26.6% |
| 6M | -25.4% | -6.3% | -19.2% | -24.4% |
| YTD | -7.2% | +1.9% | -9.0% | -10.4% |
| 1Y | -7.9% | +3.3% | -11.2% | -11.9% |
| 3Y | +262.1% | -4.8% | +267.0% | +243.1% |
| 5Y | +525.7% | +2.0% | +523.6% | +460.9% |
| 10Y | +2,300.3% | +80.3% | +2,220.0% | +1,407.2% |
| All | +28,084.6% | +308.5% | +27,776.1% | +11,564.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling