+276.6%
AVGO vs PFG
+84.5%
+192.1%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.1% | +5.1% | +4.4% |
| 7D | +6.1% | -2.2% | +8.3% | +7.0% |
| 30D | -2.7% | +6.4% | -9.0% | -4.4% |
| 3M | -16.9% | +2.2% | -19.1% | -17.6% |
| 6M | -19.1% | +16.3% | -35.4% | -24.6% |
| YTD | +0.3% | +33.2% | -32.9% | -12.6% |
| 1Y | -1.2% | +40.6% | -41.8% | -16.0% |
| All | +276.6% | +84.5% | +192.1% | +154.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling