+32,043.9%
AVGO vs PFG
+673.7%
+31,370.2%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.5% | +7.0% | +6.2% |
| 7D | +25.0% | +0.1% | +24.8% | +24.9% |
| 30D | +2.0% | +5.0% | -3.0% | -0.1% |
| 3M | -12.3% | +0.1% | -12.3% | -12.7% |
| 6M | -12.8% | +13.8% | -26.6% | -18.8% |
| YTD | +5.9% | +31.2% | -25.4% | -8.1% |
| 1Y | +3.3% | +37.1% | -33.7% | -12.1% |
| 3Y | +293.1% | +80.6% | +212.5% | +190.7% |
| 5Y | +606.7% | +93.7% | +513.0% | +397.7% |
| 10Y | +2,733.6% | +185.5% | +2,548.1% | +1,422.8% |
| All | +32,043.9% | +673.7% | +31,370.2% | +10,405.7% |
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