+2,798.6%
AVGO vs PFGC
+346.1%
+2,452.6%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.1% | +6.7% | +5.9% |
| 7D | +25.0% | +0.3% | +24.7% | +24.9% |
| 30D | +2.0% | +16.1% | -14.2% | -2.6% |
| 3M | -12.3% | +2.4% | -14.6% | -13.4% |
| 6M | -12.8% | +15.7% | -28.5% | -17.2% |
| YTD | +5.9% | +22.3% | -16.4% | -1.6% |
| 1Y | +3.3% | +13.9% | -10.5% | -2.2% |
| 3Y | +293.1% | +80.3% | +212.8% | +225.0% |
| 5Y | +606.7% | +136.1% | +470.6% | +433.9% |
| All | +2,798.6% | +346.1% | +2,452.6% | +1,545.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 10y: compounded portfolio wealth divided by compounded PFGC 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…
10y analysis · Full analysis span regression · 6 months rolling