+2,761.7%
AVGO vs PFGC
+294.6%
+2,467.1%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.3% | +0.4% | -0.6% |
| 7D | +1.0% | -4.8% | +5.9% | +2.4% |
| 30D | -13.3% | -17.2% | +3.9% | -8.8% |
| 3M | -2.9% | -6.3% | +3.5% | -1.6% |
| 6M | +5.7% | +8.8% | -3.1% | +2.4% |
| YTD | +4.6% | +4.9% | -0.3% | +2.0% |
| 1Y | -1.6% | -9.5% | +7.8% | -0.4% |
| 3Y | +336.2% | +59.6% | +276.6% | +274.6% |
| 5Y | +695.6% | +113.5% | +582.1% | +520.0% |
| All | +2,761.7% | +294.6% | +2,467.1% | +1,587.3% |
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