-12.8%
AVGO vs PFGC
+16.8%
-29.6%
-39.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.1% | +6.7% | +5.4% |
| 7D | +25.0% | +0.3% | +24.7% | +24.8% |
| 30D | +2.0% | +16.1% | -14.2% | +4.5% |
| 3M | -12.3% | +2.4% | -14.6% | -13.2% |
| 6M | -12.8% | +15.7% | -28.5% | -19.6% |
| All | -12.8% | +16.8% | -29.6% | -19.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling