+29,187.4%
AVGO vs PEP
+313.5%
+28,873.9%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +1.2% | +2.7% | +3.4% |
| 7D | 0.0% | +4.6% | -4.7% | -1.9% |
| 30D | -8.2% | +14.0% | -22.2% | -13.4% |
| 3M | -21.3% | +5.4% | -26.6% | -23.5% |
| 6M | -22.5% | -5.1% | -17.4% | -21.8% |
| YTD | -3.6% | +3.1% | -6.7% | -7.3% |
| 1Y | -6.7% | +4.8% | -11.5% | -11.3% |
| 3Y | +258.1% | -4.1% | +262.3% | +238.7% |
| 5Y | +560.9% | +3.0% | +557.9% | +491.0% |
| 10Y | +2,475.6% | +89.6% | +2,386.0% | +1,473.7% |
| All | +29,187.4% | +313.5% | +28,873.9% | +11,963.6% |
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 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