+720.4%
AVGO vs PFGC
+114.2%
+606.1%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.9% | +4.8% | +3.6% |
| 7D | -0.3% | -2.4% | +2.1% | +0.5% |
| 30D | -13.8% | -15.8% | +1.9% | -8.9% |
| 3M | -6.9% | -0.6% | -6.3% | -7.7% |
| 6M | +11.9% | +10.7% | +1.3% | +6.5% |
| YTD | +6.9% | +7.6% | -0.8% | +2.1% |
| 1Y | +7.4% | -7.8% | +15.2% | +8.3% |
| 3Y | +345.6% | +63.7% | +281.9% | +258.3% |
| All | +720.4% | +114.2% | +606.1% | +500.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling