+2,856.4%
AVGO vs PFG
+239.8%
+2,616.7%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.2% | -0.8% |
| 7D | -0.8% | +3.2% | -4.0% | -2.4% |
| 30D | -13.7% | +0.9% | -14.7% | -14.3% |
| 3M | -6.9% | +7.7% | -14.7% | -10.7% |
| 6M | +5.8% | +29.0% | -23.2% | -6.4% |
| YTD | +5.7% | +32.5% | -26.8% | -8.1% |
| 1Y | +9.0% | +47.3% | -38.3% | -9.9% |
| 3Y | +340.5% | +68.2% | +272.3% | +238.3% |
| 5Y | +711.1% | +108.5% | +602.6% | +458.9% |
| 10Y | +2,856.4% | +241.4% | +2,615.0% | +1,441.3% |
| All | +2,856.4% | +239.8% | +2,616.7% | +1,441.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 10y: compounded portfolio wealth divided by compounded PFG 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…
10y analysis · Full analysis span regression · 6 months rolling