+31,416.6%
AVGO vs PEP
+296.3%
+31,120.3%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.5% |
| 7D | -3.0% | -1.4% | -1.6% | -2.4% |
| 30D | -14.4% | +0.2% | -14.7% | -14.7% |
| 3M | -14.4% | -1.1% | -13.3% | -14.9% |
| 6M | +13.1% | -13.5% | +26.6% | +19.1% |
| YTD | +3.8% | -1.2% | +5.0% | +2.0% |
| 1Y | +17.8% | -1.6% | +19.3% | +14.9% |
| 3Y | +325.3% | -12.5% | +337.8% | +323.9% |
| 5Y | +689.9% | +3.0% | +686.9% | +601.3% |
| 10Y | +2,597.0% | +73.9% | +2,523.1% | +1,630.0% |
| All | +31,416.6% | +296.3% | +31,120.3% | +13,175.1% |
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