+31,416.6%
AVGO vs PFG
+699.1%
+30,717.5%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.5% | +1.8% | +0.9% |
| 7D | -3.0% | +5.5% | -8.5% | -5.5% |
| 30D | -14.4% | +2.4% | -16.8% | -15.6% |
| 3M | -14.4% | +13.6% | -28.0% | -20.0% |
| 6M | +13.1% | +27.9% | -14.8% | +0.1% |
| YTD | +3.8% | +35.6% | -31.8% | -11.0% |
| 1Y | +17.8% | +48.5% | -30.7% | -3.5% |
| 3Y | +325.3% | +66.9% | +258.4% | +226.0% |
| 5Y | +689.9% | +111.0% | +579.0% | +435.7% |
| 10Y | +2,597.0% | +244.5% | +2,352.5% | +1,227.7% |
| All | +31,416.6% | +699.1% | +30,717.5% | +10,070.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling