+3,543.5%
AVGO vs PFGC
+485.3%
+3,058.2%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.2% | +3.8% | +3.9% |
| 7D | +6.1% | +1.5% | +4.6% | +5.7% |
| 30D | -2.7% | +17.4% | -20.1% | -7.3% |
| 3M | -16.9% | -2.4% | -14.5% | -16.9% |
| 6M | -19.1% | +18.2% | -37.4% | -23.6% |
| YTD | +0.3% | +23.7% | -23.4% | -6.9% |
| 1Y | -1.2% | +15.0% | -16.1% | -6.5% |
| 3Y | +272.4% | +82.3% | +190.1% | +208.5% |
| 5Y | +579.0% | +131.9% | +447.1% | +418.7% |
| 10Y | +2,584.7% | +353.0% | +2,231.7% | +1,441.0% |
| All | +3,543.5% | +485.3% | +3,058.2% | +1,912.8% |
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