+3,782.8%
AVGO vs PFGC
+409.4%
+3,373.4%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.9% | +4.8% | +3.5% |
| 7D | -0.3% | -2.4% | +2.1% | +0.3% |
| 30D | -13.8% | -15.8% | +1.9% | -9.9% |
| 3M | -6.9% | -0.6% | -6.3% | -7.3% |
| 6M | +11.9% | +10.7% | +1.3% | +8.0% |
| YTD | +6.9% | +7.6% | -0.8% | +3.5% |
| 1Y | +7.4% | -7.8% | +15.2% | +8.2% |
| 3Y | +345.6% | +63.7% | +281.9% | +281.3% |
| 5Y | +718.9% | +112.3% | +606.6% | +542.3% |
| 10Y | +2,755.4% | +286.7% | +2,468.7% | +1,614.1% |
| All | +3,782.8% | +409.4% | +3,373.4% | +2,137.8% |
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