+469.8%
AVGO vs PL
+11.6%
+458.2%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.4% | -10.1% | -0.3% | -8.8% |
| 7D | -15.5% | -20.5% | +5.0% | -12.3% |
| 30D | -22.4% | -38.8% | +16.3% | -16.2% |
| 3M | -30.2% | -49.1% | +19.0% | -22.6% |
| 6M | -31.6% | -69.4% | +37.8% | -19.3% |
| YTD | -15.3% | -42.3% | +27.0% | -11.4% |
| 1Y | -18.2% | -14.2% | -4.0% | -20.6% |
| 3Y | +241.2% | +398.7% | -157.5% | +133.5% |
| 5Y | +469.8% | +11.1% | +458.7% | +328.4% |
| All | +469.8% | +11.6% | +458.2% | +328.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling