+3,562.4%
AVGO vs PFGC
+485.1%
+3,077.3%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +1.1% | -5.9% | -5.1% |
| 7D | +18.2% | +3.4% | +14.7% | +17.1% |
| 30D | +0.2% | +16.9% | -16.7% | -4.4% |
| 3M | -16.8% | +6.4% | -23.2% | -18.7% |
| 6M | -16.5% | +16.0% | -32.5% | -20.6% |
| YTD | +0.8% | +23.6% | -22.8% | -6.5% |
| 1Y | +2.8% | +16.6% | -13.8% | -3.2% |
| 3Y | +278.5% | +82.3% | +196.3% | +213.5% |
| 5Y | +573.1% | +138.7% | +434.4% | +410.4% |
| 10Y | +2,598.7% | +352.8% | +2,245.8% | +1,448.6% |
| All | +3,562.4% | +485.1% | +3,077.3% | +1,922.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling