+345.6%
AVGO vs PFG
+71.3%
+274.3%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.4% | +4.4% | +3.4% |
| 7D | -0.3% | +6.0% | -6.3% | -2.5% |
| 30D | -13.8% | +2.2% | -16.1% | -14.6% |
| 3M | -6.9% | +10.4% | -17.3% | -10.9% |
| 6M | +11.9% | +27.8% | -15.8% | +0.2% |
| YTD | +6.9% | +33.6% | -26.8% | -6.7% |
| 1Y | +7.4% | +49.3% | -41.9% | -11.3% |
| 3Y | +345.6% | +69.7% | +275.8% | +245.0% |
| All | +345.6% | +71.3% | +274.3% | +245.0% |
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