+650.9%
AVGO vs PL
+46.6%
+604.3%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +14.5% | -5.7% | +6.4% |
| 7D | -0.9% | +10.9% | -11.7% | -2.5% |
| 30D | -11.6% | -16.4% | +4.7% | -9.3% |
| 3M | -25.2% | -39.9% | +14.8% | -19.4% |
| 6M | -25.4% | -63.2% | +37.7% | -14.7% |
| YTD | -7.2% | -27.1% | +19.9% | -6.5% |
| 1Y | -7.9% | +12.2% | -20.1% | -14.4% |
| 3Y | +262.1% | +584.3% | -322.2% | +136.0% |
| 5Y | +525.7% | +37.0% | +488.7% | +340.2% |
| All | +650.9% | +46.6% | +604.3% | +423.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 10y: compounded portfolio wealth divided by compounded PL 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…
10y analysis · Full analysis span regression · 6 months rolling