+579.0%
AVGO vs PFG
+99.5%
+479.5%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.1% | +5.1% | +4.5% |
| 7D | +6.1% | -2.2% | +8.3% | +7.3% |
| 30D | -2.7% | +6.4% | -9.0% | -5.0% |
| 3M | -16.9% | +2.2% | -19.1% | -17.9% |
| 6M | -19.1% | +16.3% | -35.4% | -25.5% |
| YTD | +0.3% | +33.2% | -32.9% | -14.0% |
| 1Y | -1.2% | +40.6% | -41.8% | -17.5% |
| 3Y | +272.4% | +83.3% | +189.1% | +165.3% |
| 5Y | +579.0% | +97.7% | +481.3% | +361.3% |
| All | +579.0% | +99.5% | +479.5% | +361.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling